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
879.31
Total PnL
-120.69 (-12.07%)
Total Trades (Win/Los)
39 (16/23)
Win Rate
41.03%
Max Drawdown
904.26 (60.10%)
Total Fees
26.12
Position avg (max), %
91.70 (220.70)
Profit Factor
0.96
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% | -5.88% | -7.56% | 6.18% | -37.69% | -21.12% | 5.13% | 10.37% | 41.26% | 1.83% | 9.45% |
| 2025 | -30.26% | 24.46% | -2.85% | -10.85% | -13.40% | 8.86% | 12.04% | -0.25% | 5.96% | 9.00% | 20.08% | -16.25% | -8.00% |
| 2026 | 11.09% | 2.78% | 2.59% | -12.58% | -14.71% | 0.04% | — | — | — | — | — | — | -12.62% |
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 | 879.31 |
| Min balance | 600.40 |
| Max balance | 1504.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.43 |
| Average monthly return (arithmetic), % | 1.43 |
| Best month, % | 70.05 |
| Worst month, % | -37.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -120.69 |
| Total PnL, % | -12.07 |
| Gross profit | 2191.87 |
| Gross loss | 2275.33 |
| Trading volume (USDT) | 72593.48 |
| Total transactions (buy/sell) | 40 |
| Total fees | 26.12 |
| Funding net | -11.11 |
| Funding accrued (received) | 46.92 |
| Funding paid | 58.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 16 |
| Los Trades | 23 |
| Win Rate, % | 41.03 |
| Expectancy per trade | -2.1399 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.70 |
| Position max, % of margin balance | 220.70 |
| Max Drawdown | 904.26 |
| Max Drawdown, % | 60.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9633 |
| Recovery Factor (Total PnL / Max DD) | -0.1335 |
| Sharpe ratio (monthly) | 0.2459 |
| Sortino ratio (monthly) | 0.4300 |
| CAGR, % | -5.19 |
| Calmar ratio (CAGR / Max DD%) | -0.0863 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -83.45 | Fee: 26.12 | Vol: 72593.48
Realized PnL by Symbol
Details
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