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
1030.42
Total PnL
30.42 (3.04%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1207.36 (67.73%)
Total Fees
10.68
Position avg (max), %
90.42 (184.48)
Profit Factor
1.06
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% | -28.64% | 13.86% | 53.45% | -25.23% | 11.35% |
| 2025 | -15.05% | -21.30% | 16.91% | -13.73% | 4.79% | -1.23% | 9.45% | 14.28% | 3.27% | 3.92% | 18.24% | 2.63% | 13.66% |
| 2026 | 5.46% | 5.64% | -16.66% | 0.65% | -12.84% | 0.04% | — | — | — | — | — | — | -18.52% |
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 | 1030.42 |
| Min balance | 575.33 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.11 |
| Average monthly return (arithmetic), % | 2.27 |
| Best month, % | 60.56 |
| Worst month, % | -37.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 30.42 |
| Total PnL, % | 3.04 |
| Gross profit | 1341.43 |
| Gross loss | 1268.20 |
| Trading volume (USDT) | 29686.05 |
| Total transactions (buy/sell) | 15 |
| Total fees | 10.68 |
| Funding net | -32.14 |
| Funding accrued (received) | 40.07 |
| Funding paid | 72.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 5.2308 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.42 |
| Position max, % of margin balance | 184.48 |
| Max Drawdown | 1207.36 |
| Max Drawdown, % | 67.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0577 |
| Recovery Factor (Total PnL / Max DD) | 0.0252 |
| Sharpe ratio (monthly) | 0.3671 |
| Sortino ratio (monthly) | 0.6183 |
| CAGR, % | 1.25 |
| Calmar ratio (CAGR / Max DD%) | 0.0184 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 73.23 | Fee: 10.68 | Vol: 29686.05
Realized PnL by Symbol
Details
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