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
1087.13
Total PnL
87.13 (8.71%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
1511.20 (74.75%)
Total Fees
6.41
Position avg (max), %
87.99 (249.51)
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 | -6.72% | 29.62% | 61.19% | -38.16% | 30.87% | -21.24% | -17.38% | -28.56% | -17.71% | 13.37% | 49.87% | -24.10% | -22.17% |
| 2025 | 26.64% | -25.44% | 11.20% | -9.36% | -3.75% | 1.05% | -11.48% | 16.44% | 3.69% | 4.58% | 20.92% | 2.95% | 28.80% |
| 2026 | 6.10% | 6.27% | 0.41% | 0.12% | -4.29% | 0.04% | — | — | — | — | — | — | 8.53% |
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 | 1087.13 |
| Min balance | 510.59 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.28 |
| Average monthly return (arithmetic), % | 2.57 |
| Best month, % | 61.19 |
| Worst month, % | -38.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 87.13 |
| Total PnL, % | 8.71 |
| Gross profit | 888.00 |
| Gross loss | 772.90 |
| Trading volume (USDT) | 17834.46 |
| Total transactions (buy/sell) | 11 |
| Total fees | 6.41 |
| Funding net | -21.56 |
| Funding accrued (received) | 36.66 |
| Funding paid | 58.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 11.5103 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.99 |
| Position max, % of margin balance | 249.51 |
| Max Drawdown | 1511.20 |
| Max Drawdown, % | 74.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1489 |
| Recovery Factor (Total PnL / Max DD) | 0.0577 |
| Sharpe ratio (monthly) | 0.4043 |
| Sortino ratio (monthly) | 0.6998 |
| CAGR, % | 3.52 |
| Calmar ratio (CAGR / Max DD%) | 0.0471 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 115.10 | Fee: 6.41 | Vol: 17834.46
Realized PnL by Symbol
Details
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