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
1389.56
Total PnL
389.56 (38.96%)
Total Trades (Win/Los)
10 (6/4)
Win Rate
60.00%
Max Drawdown
1488.49 (73.62%)
Total Fees
6.94
Position avg (max), %
84.39 (235.83)
Profit Factor
1.57
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 | -6.72% | 29.62% | 61.19% | -38.16% | 30.87% | -21.24% | -15.79% | -28.01% | -17.02% | 13.16% | 49.21% | -23.89% | -19.68% |
| 2025 | 26.33% | -14.37% | 8.92% | -7.61% | -2.99% | -11.14% | 9.97% | 14.98% | 3.41% | 6.19% | 19.74% | 2.81% | 60.36% |
| 2026 | 5.82% | 6.00% | 0.40% | 0.12% | -4.28% | 0.04% | — | — | — | — | — | — | 7.96% |
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 | 1389.56 |
| Min balance | 533.29 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.11 |
| Average monthly return (arithmetic), % | 3.25 |
| Best month, % | 61.19 |
| Worst month, % | -38.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 389.56 |
| Total PnL, % | 38.96 |
| Gross profit | 1160.19 |
| Gross loss | 739.39 |
| Trading volume (USDT) | 19312.71 |
| Total transactions (buy/sell) | 11 |
| Total fees | 6.94 |
| Funding net | -24.30 |
| Funding accrued (received) | 37.62 |
| Funding paid | 61.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 6 |
| Los Trades | 4 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 42.0798 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.39 |
| Position max, % of margin balance | 235.83 |
| Max Drawdown | 1488.49 |
| Max Drawdown, % | 73.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5691 |
| Recovery Factor (Total PnL / Max DD) | 0.2617 |
| Sharpe ratio (monthly) | 0.5265 |
| Sortino ratio (monthly) | 0.9449 |
| CAGR, % | 14.60 |
| Calmar ratio (CAGR / Max DD%) | 0.1982 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 420.80 | Fee: 6.94 | Vol: 19312.71
Realized PnL by Symbol
Details
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