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
1737.61
Total PnL
737.61 (73.76%)
Total Trades (Win/Los)
20 (8/12)
Win Rate
40.00%
Max Drawdown
1001.79 (62.51%)
Total Fees
15.87
Position avg (max), %
88.09 (182.17)
Profit Factor
1.66
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 | -8.86% | -0.46% | 69.79% | -41.31% | 2.80% | 3.76% | 5.35% | -22.02% | -8.94% | 11.64% | 45.77% | -22.74% | -9.32% |
| 2025 | 12.14% | -2.76% | 11.51% | -1.85% | 4.38% | -1.13% | 8.67% | 5.32% | 3.72% | 18.02% | 18.06% | 2.61% | 109.02% |
| 2026 | 5.41% | 5.60% | -7.27% | 0.59% | -11.68% | 0.04% | — | — | — | — | — | — | -8.26% |
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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1737.61 |
| Min balance | 600.69 |
| Max balance | 2264.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.86 |
| Average monthly return (arithmetic), % | 3.54 |
| Best month, % | 69.79 |
| Worst month, % | -41.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 737.61 |
| Total PnL, % | 73.76 |
| Gross profit | 1955.97 |
| Gross loss | 1179.65 |
| Trading volume (USDT) | 44146.65 |
| Total transactions (buy/sell) | 21 |
| Total fees | 15.87 |
| Funding net | -22.83 |
| Funding accrued (received) | 49.38 |
| Funding paid | 72.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 8 |
| Los Trades | 12 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 38.8158 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.09 |
| Position max, % of margin balance | 182.17 |
| Max Drawdown | 1001.79 |
| Max Drawdown, % | 62.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6581 |
| Recovery Factor (Total PnL / Max DD) | 0.7363 |
| Sharpe ratio (monthly) | 0.6406 |
| Sortino ratio (monthly) | 1.2117 |
| CAGR, % | 25.71 |
| Calmar ratio (CAGR / Max DD%) | 0.4112 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 776.32 | Fee: 15.87 | Vol: 44146.65
Realized PnL by Symbol
Details
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