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
1229.01
Total PnL
229.01 (22.90%)
Total Trades (Win/Los)
10 (6/4)
Win Rate
60.00%
Max Drawdown
1498.14 (74.10%)
Total Fees
6.76
Position avg (max), %
87.17 (226.54)
Profit Factor
1.34
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% | -4.82% | -26.11% | -15.62% | -19.19% | 60.72% | -27.36% | -30.46% |
| 2025 | 31.60% | -17.40% | 9.93% | -8.39% | -3.33% | -8.09% | 9.87% | 14.85% | 3.38% | 4.48% | 20.04% | 2.85% | 63.66% |
| 2026 | 5.89% | 6.07% | 0.40% | 0.12% | -4.33% | 0.04% | — | — | — | — | — | — | 8.05% |
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 | 1229.01 |
| Min balance | 523.64 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.69 |
| Average monthly return (arithmetic), % | 3.04 |
| Best month, % | 61.19 |
| Worst month, % | -38.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 229.01 |
| Total PnL, % | 22.90 |
| Gross profit | 1019.02 |
| Gross loss | 760.15 |
| Trading volume (USDT) | 18818.07 |
| Total transactions (buy/sell) | 11 |
| Total fees | 6.76 |
| Funding net | -23.10 |
| Funding accrued (received) | 37.39 |
| Funding paid | 60.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 6 |
| Los Trades | 4 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 25.8870 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.17 |
| Position max, % of margin balance | 226.54 |
| Max Drawdown | 1498.14 |
| Max Drawdown, % | 74.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3406 |
| Recovery Factor (Total PnL / Max DD) | 0.1529 |
| Sharpe ratio (monthly) | 0.4646 |
| Sortino ratio (monthly) | 0.8606 |
| CAGR, % | 8.91 |
| Calmar ratio (CAGR / Max DD%) | 0.1203 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 258.87 | Fee: 6.76 | Vol: 18818.07
Realized PnL by Symbol
Details
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