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
1485.74
Total PnL
485.74 (48.57%)
Total Trades (Win/Los)
24 (5/19)
Win Rate
20.83%
Max Drawdown
1493.51 (67.31%)
Total Fees
24.16
Position avg (max), %
86.40 (206.31)
Profit Factor
1.43
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 | 2.89% | 29.35% | 60.75% | -37.98% | 30.65% | -12.10% | 16.96% | -16.82% | -12.92% | -8.33% | 44.98% | -22.47% | 33.02% |
| 2025 | 24.31% | 13.36% | 6.20% | -5.42% | -2.08% | -33.54% | 13.62% | 19.82% | 4.32% | -48.45% | 43.02% | 5.13% | 1.38% |
| 2026 | 10.39% | 10.26% | 0.65% | 0.19% | -10.21% | 0.04% | — | — | — | — | — | — | 10.25% |
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 | 1485.74 |
| Min balance | 725.44 |
| Max balance | 2218.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.33 |
| Average monthly return (arithmetic), % | 4.22 |
| Best month, % | 60.75 |
| Worst month, % | -48.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 485.74 |
| Total PnL, % | 48.57 |
| Gross profit | 1859.68 |
| Gross loss | 1299.24 |
| Trading volume (USDT) | 67158.67 |
| Total transactions (buy/sell) | 25 |
| Total fees | 24.16 |
| Funding net | -50.54 |
| Funding accrued (received) | 49.34 |
| Funding paid | 99.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 5 |
| Los Trades | 19 |
| Win Rate, % | 20.83 |
| Expectancy per trade | 23.3518 |
| Max consecutive wins | 2 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.40 |
| Position max, % of margin balance | 206.31 |
| Max Drawdown | 1493.51 |
| Max Drawdown, % | 67.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4314 |
| Recovery Factor (Total PnL / Max DD) | 0.3252 |
| Sharpe ratio (monthly) | 0.6140 |
| Sortino ratio (monthly) | 1.0146 |
| CAGR, % | 17.82 |
| Calmar ratio (CAGR / Max DD%) | 0.2647 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 560.44 | Fee: 24.16 | Vol: 67158.67
Realized PnL by Symbol
Details
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