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
1434.08
Total PnL
434.08 (43.41%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1384.74 (62.69%)
Total Fees
13.08
Position avg (max), %
87.54 (184.48)
Profit Factor
1.36
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 | — | 7.06% | 60.56% | -37.91% | 30.55% | 3.66% | 6.32% | -22.23% | 5.16% | 10.64% | 42.23% | -21.51% | 55.15% |
| 2025 | -12.94% | -20.93% | 17.00% | -13.80% | 4.85% | -1.25% | 9.58% | 14.45% | 3.30% | -1.03% | 19.38% | 2.77% | 13.08% |
| 2026 | 5.73% | 5.91% | -16.72% | 0.65% | -12.89% | 0.04% | — | — | — | — | — | — | -18.20% |
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 | 1434.08 |
| Min balance | 824.18 |
| Max balance | 2208.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.25 |
| Average monthly return (arithmetic), % | 3.06 |
| Best month, % | 60.56 |
| Worst month, % | -37.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 434.08 |
| Total PnL, % | 43.41 |
| Gross profit | 1822.93 |
| Gross loss | 1336.66 |
| Trading volume (USDT) | 36368.33 |
| Total transactions (buy/sell) | 15 |
| Total fees | 13.08 |
| Funding net | -39.11 |
| Funding accrued (received) | 49.14 |
| Funding paid | 88.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 34.7338 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.54 |
| Position max, % of margin balance | 184.48 |
| Max Drawdown | 1384.74 |
| Max Drawdown, % | 62.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3638 |
| Recovery Factor (Total PnL / Max DD) | 0.3135 |
| Sharpe ratio (monthly) | 0.5420 |
| Sortino ratio (monthly) | 0.9455 |
| CAGR, % | 16.10 |
| Calmar ratio (CAGR / Max DD%) | 0.2569 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 486.27 | Fee: 13.08 | Vol: 36368.33
Realized PnL by Symbol
Details
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