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
913.51
Total PnL
-86.49 (-8.65%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
1483.03 (74.95%)
Total Fees
19.30
Position avg (max), %
96.39 (221.81)
Profit Factor
0.97
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 | -19.27% | 7.71% | 84.21% | -11.14% | -5.61% | 5.43% | 5.06% | -22.15% | -6.69% | 11.65% | 45.80% | -3.67% | 69.51% |
| 2025 | -42.39% | -12.22% | 14.12% | -0.27% | 7.45% | 1.20% | 4.23% | -28.79% | -11.81% | 12.23% | 26.50% | 3.57% | -39.76% |
| 2026 | 3.88% | 3.82% | -8.11% | -10.47% | 0.86% | 0.04% | — | — | — | — | — | — | -10.47% |
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 | 913.51 |
| Min balance | 495.56 |
| Max balance | 1978.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.30 |
| Average monthly return (arithmetic), % | 1.84 |
| Best month, % | 84.21 |
| Worst month, % | -42.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -86.49 |
| Total PnL, % | -8.65 |
| Gross profit | 2051.24 |
| Gross loss | 2105.15 |
| Trading volume (USDT) | 53633.60 |
| Total transactions (buy/sell) | 26 |
| Total fees | 19.30 |
| Funding net | -13.29 |
| Funding accrued (received) | 53.28 |
| Funding paid | 66.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -2.1562 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.39 |
| Position max, % of margin balance | 221.81 |
| Max Drawdown | 1483.03 |
| Max Drawdown, % | 74.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9744 |
| Recovery Factor (Total PnL / Max DD) | -0.0583 |
| Sharpe ratio (monthly) | 0.2881 |
| Sortino ratio (monthly) | 0.5407 |
| CAGR, % | -3.68 |
| Calmar ratio (CAGR / Max DD%) | -0.0491 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -53.91 | Fee: 19.30 | Vol: 53633.60
Realized PnL by Symbol
Details
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