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
891.63
Total PnL
-108.37 (-10.84%)
Total Trades (Win/Los)
90 (38/52)
Win Rate
42.22%
Max Drawdown
1935.72 (69.75%)
Total Fees
79.01
Position avg (max), %
94.32 (211.97)
Profit Factor
1.00
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 | -12.94% | 9.78% | 65.44% | -21.27% | -12.32% | -2.92% | -13.69% | 2.06% | -7.19% | 2.20% | -5.97% | -19.31% | -32.82% |
| 2025 | 57.08% | 25.54% | -2.75% | 24.40% | -21.75% | 9.05% | 12.72% | 8.02% | 23.65% | 9.42% | -18.62% | -36.76% | 72.58% |
| 2026 | 37.29% | -6.27% | -33.66% | -7.23% | -2.87% | 0.04% | — | — | — | — | — | — | -23.04% |
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 | 891.63 |
| Min balance | 651.56 |
| Max balance | 2775.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.38 |
| Average monthly return (arithmetic), % | 2.04 |
| Best month, % | 65.44 |
| Worst month, % | -36.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -108.37 |
| Total PnL, % | -10.84 |
| Gross profit | 5074.04 |
| Gross loss | 5092.62 |
| Trading volume (USDT) | 219485.98 |
| Total transactions (buy/sell) | 91 |
| Total fees | 79.01 |
| Funding net | -10.79 |
| Funding accrued (received) | 64.41 |
| Funding paid | 75.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 38 |
| Los Trades | 52 |
| Win Rate, % | 42.22 |
| Expectancy per trade | -0.2064 |
| Max consecutive wins | 5 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.32 |
| Position max, % of margin balance | 211.97 |
| Max Drawdown | 1935.72 |
| Max Drawdown, % | 69.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9964 |
| Recovery Factor (Total PnL / Max DD) | -0.0560 |
| Sharpe ratio (monthly) | 0.3063 |
| Sortino ratio (monthly) | 0.5562 |
| CAGR, % | -4.64 |
| Calmar ratio (CAGR / Max DD%) | -0.0665 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -18.57 | Fee: 79.01 | Vol: 219485.98
Realized PnL by Symbol
Details
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