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
1037.00
Total PnL
37.00 (3.70%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
1526.17 (75.49%)
Total Fees
6.28
Position avg (max), %
88.32 (253.75)
Profit Factor
1.08
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% | -18.82% | -29.06% | -17.91% | 13.20% | 49.27% | -23.91% | -24.49% |
| 2025 | 26.36% | -25.15% | 11.19% | -9.35% | -3.74% | 1.05% | -13.57% | 16.87% | 3.77% | 4.64% | 21.23% | 2.98% | 26.96% |
| 2026 | 6.17% | 6.34% | 0.42% | 0.12% | -4.69% | 0.04% | — | — | — | — | — | — | 8.23% |
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 | 1037.00 |
| Min balance | 495.62 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.12 |
| Average monthly return (arithmetic), % | 2.43 |
| Best month, % | 61.19 |
| Worst month, % | -38.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 37.00 |
| Total PnL, % | 3.70 |
| Gross profit | 859.44 |
| Gross loss | 795.10 |
| Trading volume (USDT) | 17468.01 |
| Total transactions (buy/sell) | 11 |
| Total fees | 6.28 |
| Funding net | -21.05 |
| Funding accrued (received) | 35.97 |
| Funding paid | 57.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 6.4331 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.32 |
| Position max, % of margin balance | 253.75 |
| Max Drawdown | 1526.17 |
| Max Drawdown, % | 75.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0809 |
| Recovery Factor (Total PnL / Max DD) | 0.0242 |
| Sharpe ratio (monthly) | 0.3814 |
| Sortino ratio (monthly) | 0.6541 |
| CAGR, % | 1.52 |
| Calmar ratio (CAGR / Max DD%) | 0.0201 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 64.33 | Fee: 6.28 | Vol: 17468.01
Realized PnL by Symbol
Details
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