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
658.19
Total PnL
-341.81 (-34.18%)
Total Trades (Win/Los)
37 (14/23)
Win Rate
37.84%
Max Drawdown
963.40 (67.88%)
Total Fees
19.60
Position avg (max), %
93.65 (226.80)
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 | -17.82% | -3.76% | 72.33% | -6.38% | -7.43% | 5.33% | -39.06% | -27.56% | 5.11% | 10.50% | 41.72% | 1.57% | -8.17% |
| 2025 | -37.38% | 23.82% | -2.85% | -12.82% | -17.41% | 2.06% | 11.23% | -0.66% | 0.85% | 9.87% | 21.83% | -16.59% | -31.12% |
| 2026 | 6.05% | 3.54% | 2.60% | -8.56% | 1.05% | 0.04% | — | — | — | — | — | — | 4.14% |
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 | 658.19 |
| Min balance | 455.83 |
| Max balance | 1419.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.38 |
| Average monthly return (arithmetic), % | 0.71 |
| Best month, % | 72.33 |
| Worst month, % | -39.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -341.81 |
| Total PnL, % | -34.18 |
| Gross profit | 1598.96 |
| Gross loss | 1910.83 |
| Trading volume (USDT) | 54471.24 |
| Total transactions (buy/sell) | 38 |
| Total fees | 19.60 |
| Funding net | -10.35 |
| Funding accrued (received) | 36.26 |
| Funding paid | 46.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 14 |
| Los Trades | 23 |
| Win Rate, % | 37.84 |
| Expectancy per trade | -8.4287 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.65 |
| Position max, % of margin balance | 226.80 |
| Max Drawdown | 963.40 |
| Max Drawdown, % | 67.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8368 |
| Recovery Factor (Total PnL / Max DD) | -0.3548 |
| Sharpe ratio (monthly) | 0.1161 |
| Sortino ratio (monthly) | 0.1912 |
| CAGR, % | -15.90 |
| Calmar ratio (CAGR / Max DD%) | -0.2343 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -311.86 | Fee: 19.60 | Vol: 54471.24
Realized PnL by Symbol
Details
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