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
612.57
Total PnL
-387.43 (-38.74%)
Total Trades (Win/Los)
31 (11/20)
Win Rate
35.48%
Max Drawdown
1241.05 (71.14%)
Total Fees
19.38
Position avg (max), %
94.72 (229.25)
Profit Factor
0.84
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 | -34.44% | 42.14% | 79.39% | -10.05% | -5.54% | 5.36% | -39.36% | -26.90% | 5.06% | 10.48% | 41.65% | -3.02% | 5.79% |
| 2025 | -41.77% | 14.36% | 9.28% | 1.43% | 7.18% | 1.19% | 4.25% | -19.69% | -5.61% | 10.69% | 23.48% | -16.84% | -28.11% |
| 2026 | 4.53% | 3.11% | 1.09% | -13.36% | -14.64% | 0.04% | — | — | — | — | — | — | -19.40% |
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 | 612.57 |
| Min balance | 503.56 |
| Max balance | 1744.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.62 |
| Average monthly return (arithmetic), % | 1.12 |
| Best month, % | 79.39 |
| Worst month, % | -41.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -387.43 |
| Total PnL, % | -38.74 |
| Gross profit | 1817.80 |
| Gross loss | 2172.69 |
| Trading volume (USDT) | 53864.36 |
| Total transactions (buy/sell) | 32 |
| Total fees | 19.38 |
| Funding net | -13.15 |
| Funding accrued (received) | 40.86 |
| Funding paid | 54.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 11 |
| Los Trades | 20 |
| Win Rate, % | 35.48 |
| Expectancy per trade | -11.4480 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.72 |
| Position max, % of margin balance | 229.25 |
| Max Drawdown | 1241.05 |
| Max Drawdown, % | 71.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8367 |
| Recovery Factor (Total PnL / Max DD) | -0.3122 |
| Sharpe ratio (monthly) | 0.1603 |
| Sortino ratio (monthly) | 0.2638 |
| CAGR, % | -18.37 |
| Calmar ratio (CAGR / Max DD%) | -0.2582 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -354.89 | Fee: 19.38 | Vol: 53864.36
Realized PnL by Symbol
Details
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