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
1298.78
Total PnL
298.78 (29.88%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
1505.46 (74.84%)
Total Fees
11.10
Position avg (max), %
89.72 (195.47)
Profit Factor
1.28
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% | 30.63% | 62.79% | -38.77% | -3.98% | 11.81% | 6.53% | -24.77% | -25.99% | 13.58% | 52.48% | -24.93% | -1.75% |
| 2025 | -8.59% | -7.40% | 13.10% | -3.86% | 4.33% | -1.12% | 8.59% | 13.07% | 3.02% | 5.59% | 17.88% | 2.59% | 53.37% |
| 2026 | 5.37% | 5.55% | -12.28% | 0.62% | -12.17% | 0.04% | — | — | — | — | — | — | -13.75% |
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 | 1298.78 |
| Min balance | 506.10 |
| Max balance | 2011.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.88 |
| Average monthly return (arithmetic), % | 2.83 |
| Best month, % | 62.79 |
| Worst month, % | -38.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 298.78 |
| Total PnL, % | 29.88 |
| Gross profit | 1515.50 |
| Gross loss | 1179.77 |
| Trading volume (USDT) | 30873.65 |
| Total transactions (buy/sell) | 15 |
| Total fees | 11.10 |
| Funding net | -25.85 |
| Funding accrued (received) | 47.13 |
| Funding paid | 72.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 23.9805 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.72 |
| Position max, % of margin balance | 195.47 |
| Max Drawdown | 1505.46 |
| Max Drawdown, % | 74.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2846 |
| Recovery Factor (Total PnL / Max DD) | 0.1985 |
| Sharpe ratio (monthly) | 0.4786 |
| Sortino ratio (monthly) | 0.8538 |
| CAGR, % | 11.43 |
| Calmar ratio (CAGR / Max DD%) | 0.1528 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 335.73 | Fee: 11.10 | Vol: 30873.65
Realized PnL by Symbol
Details
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