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
1169.11
Total PnL
169.11 (16.91%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1275.99 (67.07%)
Total Fees
11.57
Position avg (max), %
90.40 (188.00)
Profit Factor
1.16
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% | -28.90% | 13.77% | 53.15% | -25.14% | 17.77% |
| 2025 | -12.76% | -21.31% | 16.77% | -11.33% | 4.78% | -1.23% | 9.44% | 14.26% | 3.26% | 3.92% | 18.23% | 2.63% | 19.76% |
| 2026 | 5.45% | 5.64% | -15.71% | 0.64% | -12.26% | 0.04% | — | — | — | — | — | — | -17.05% |
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 | 1169.11 |
| Min balance | 626.38 |
| Max balance | 1902.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 2.70 |
| Best month, % | 60.89 |
| Worst month, % | -38.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 169.11 |
| Total PnL, % | 16.91 |
| Gross profit | 1569.43 |
| Gross loss | 1353.09 |
| Trading volume (USDT) | 32166.97 |
| Total transactions (buy/sell) | 15 |
| Total fees | 11.57 |
| Funding net | -35.67 |
| Funding accrued (received) | 43.34 |
| Funding paid | 79.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 15.4533 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.40 |
| Position max, % of margin balance | 188.00 |
| Max Drawdown | 1275.99 |
| Max Drawdown, % | 67.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1599 |
| Recovery Factor (Total PnL / Max DD) | 0.1325 |
| Sharpe ratio (monthly) | 0.4377 |
| Sortino ratio (monthly) | 0.7473 |
| CAGR, % | 6.68 |
| Calmar ratio (CAGR / Max DD%) | 0.0997 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 216.35 | Fee: 11.57 | Vol: 32166.97
Realized PnL by Symbol
Details
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