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
1154.12
Total PnL
154.12 (15.41%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
1473.91 (76.48%)
Total Fees
11.64
Position avg (max), %
88.43 (194.05)
Profit Factor
1.15
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 | — | 15.63% | 60.69% | -37.96% | -1.59% | -1.23% | 4.61% | -22.10% | -25.33% | 13.45% | 52.05% | -24.79% | -11.54% |
| 2025 | -8.88% | -7.88% | 13.04% | -3.81% | 4.35% | -1.13% | 8.62% | 13.11% | 3.03% | 5.47% | 17.59% | 2.55% | 51.60% |
| 2026 | 5.30% | 5.48% | -12.36% | 0.62% | -12.10% | 0.04% | — | — | — | — | — | — | -13.88% |
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 | 1154.12 |
| Min balance | 453.16 |
| Max balance | 1927.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.50 |
| Average monthly return (arithmetic), % | 2.29 |
| Best month, % | 60.69 |
| Worst month, % | -37.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 154.12 |
| Total PnL, % | 15.41 |
| Gross profit | 1398.03 |
| Gross loss | 1213.04 |
| Trading volume (USDT) | 32375.99 |
| Total transactions (buy/sell) | 17 |
| Total fees | 11.64 |
| Funding net | -19.22 |
| Funding accrued (received) | 42.62 |
| Funding paid | 61.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 11.5615 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.43 |
| Position max, % of margin balance | 194.05 |
| Max Drawdown | 1473.91 |
| Max Drawdown, % | 76.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1525 |
| Recovery Factor (Total PnL / Max DD) | 0.1046 |
| Sharpe ratio (monthly) | 0.4044 |
| Sortino ratio (monthly) | 0.7082 |
| CAGR, % | 6.12 |
| Calmar ratio (CAGR / Max DD%) | 0.0800 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 184.98 | Fee: 11.64 | Vol: 32375.99
Realized PnL by Symbol
Details
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