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
1121.43
Total PnL
121.43 (12.14%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
1488.49 (73.62%)
Total Fees
6.46
Position avg (max), %
86.82 (235.83)
Profit Factor
1.20
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% | 12.91% | 48.36% | -23.61% | -20.03% |
| 2025 | 25.92% | -24.70% | 11.18% | -9.34% | -3.74% | 1.05% | -11.45% | 16.35% | 3.67% | 4.60% | 20.94% | 2.95% | 29.31% |
| 2026 | 6.10% | 6.27% | 0.41% | 0.12% | -4.32% | 0.04% | — | — | — | — | — | — | 8.52% |
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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1121.43 |
| Min balance | 533.29 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.39 |
| Average monthly return (arithmetic), % | 2.62 |
| Best month, % | 61.19 |
| Worst month, % | -38.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 121.43 |
| Total PnL, % | 12.14 |
| Gross profit | 902.70 |
| Gross loss | 753.47 |
| Trading volume (USDT) | 17988.68 |
| Total transactions (buy/sell) | 11 |
| Total fees | 6.46 |
| Funding net | -21.33 |
| Funding accrued (received) | 37.18 |
| Funding paid | 58.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 14.9230 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.82 |
| 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) | 1.1981 |
| Recovery Factor (Total PnL / Max DD) | 0.0816 |
| Sharpe ratio (monthly) | 0.4166 |
| Sortino ratio (monthly) | 0.7244 |
| CAGR, % | 4.86 |
| Calmar ratio (CAGR / Max DD%) | 0.0660 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 149.23 | Fee: 6.46 | Vol: 17988.68
Realized PnL by Symbol
Details
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