hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1625.68
Total PnL
625.68 (62.57%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1478.97 (62.81%)
Total Fees
14.16
Position avg (max), %
86.72 (188.00)
Profit Factor
1.48
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | — | 14.00% | 60.89% | -38.04% | 30.72% | 3.24% | 6.59% | -22.32% | 5.16% | 10.71% | 42.47% | -21.59% | 65.15% |
| 2025 | -13.24% | -20.95% | 16.89% | -11.43% | 4.67% | -1.20% | 9.22% | 13.96% | 3.20% | 3.92% | 18.13% | 2.62% | 18.81% |
| 2026 | 5.43% | 5.61% | -15.62% | 0.64% | -12.35% | 0.04% | — | — | — | — | — | — | -17.09% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1625.68 |
| Min balance | 875.80 |
| Max balance | 2354.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.69 |
| Average monthly return (arithmetic), % | 3.50 |
| Best month, % | 60.89 |
| Worst month, % | -38.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 625.68 |
| Total PnL, % | 62.57 |
| Gross profit | 2114.10 |
| Gross loss | 1431.46 |
| Trading volume (USDT) | 39375.52 |
| Total transactions (buy/sell) | 15 |
| Total fees | 14.16 |
| Funding net | -42.81 |
| Funding accrued (received) | 52.43 |
| Funding paid | 95.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 48.7604 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.72 |
| Position max, % of margin balance | 188.00 |
| Max Drawdown | 1478.97 |
| Max Drawdown, % | 62.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4769 |
| Recovery Factor (Total PnL / Max DD) | 0.4230 |
| Sharpe ratio (monthly) | 0.6201 |
| Sortino ratio (monthly) | 1.0937 |
| CAGR, % | 22.29 |
| Calmar ratio (CAGR / Max DD%) | 0.3549 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 682.65 | Fee: 14.16 | Vol: 39375.52
Realized PnL by Symbol
Details
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