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
690.76
Total PnL
-309.24 (-30.92%)
Total Trades (Win/Los)
43 (17/26)
Win Rate
39.53%
Max Drawdown
959.39 (63.84%)
Total Fees
25.28
Position avg (max), %
93.80 (223.04)
Profit Factor
0.88
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 | -12.67% | -2.74% | 70.05% | -5.59% | -7.78% | 5.47% | -37.89% | -21.16% | 8.04% | 10.41% | 41.40% | -15.21% | -7.11% |
| 2025 | -28.47% | 24.85% | -2.93% | -4.62% | -12.93% | 2.05% | 12.24% | -0.53% | 0.81% | -19.19% | 28.01% | -10.93% | -23.80% |
| 2026 | 15.26% | 2.06% | 2.57% | -8.99% | -11.10% | 0.04% | — | — | — | — | — | — | -2.34% |
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 | 690.76 |
| Min balance | 543.47 |
| Max balance | 1502.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.22 |
| Average monthly return (arithmetic), % | 0.68 |
| Best month, % | 70.05 |
| Worst month, % | -37.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -309.24 |
| Total PnL, % | -30.92 |
| Gross profit | 1954.19 |
| Gross loss | 2226.22 |
| Trading volume (USDT) | 70237.09 |
| Total transactions (buy/sell) | 44 |
| Total fees | 25.28 |
| Funding net | -11.93 |
| Funding accrued (received) | 41.45 |
| Funding paid | 53.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 17 |
| Los Trades | 26 |
| Win Rate, % | 39.53 |
| Expectancy per trade | -6.3263 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.80 |
| Position max, % of margin balance | 223.04 |
| Max Drawdown | 959.39 |
| Max Drawdown, % | 63.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8778 |
| Recovery Factor (Total PnL / Max DD) | -0.3223 |
| Sharpe ratio (monthly) | 0.1154 |
| Sortino ratio (monthly) | 0.2036 |
| CAGR, % | -14.20 |
| Calmar ratio (CAGR / Max DD%) | -0.2225 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -272.03 | Fee: 25.28 | Vol: 70237.09
Realized PnL by Symbol
Details
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