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
776.13
Total PnL
-223.87 (-22.39%)
Total Trades (Win/Los)
31 (15/16)
Win Rate
48.39%
Max Drawdown
1154.43 (65.92%)
Total Fees
21.04
Position avg (max), %
97.08 (227.02)
Profit Factor
0.92
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 | -33.76% | 41.71% | 78.82% | -10.01% | -5.52% | 5.44% | -38.61% | -14.03% | 5.32% | 9.85% | 39.37% | 2.22% | 30.89% |
| 2025 | -37.24% | 24.46% | -5.47% | -26.14% | 11.99% | -3.62% | 10.83% | -14.30% | -5.53% | 10.67% | 23.44% | -16.87% | -40.02% |
| 2026 | 2.13% | 3.81% | 1.72% | -9.25% | 1.04% | 0.04% | — | — | — | — | — | — | -1.07% |
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 | 776.13 |
| Min balance | 596.92 |
| Max balance | 1751.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.84 |
| Average monthly return (arithmetic), % | 1.75 |
| Best month, % | 78.82 |
| Worst month, % | -38.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -223.87 |
| Total PnL, % | -22.39 |
| Gross profit | 2088.48 |
| Gross loss | 2274.91 |
| Trading volume (USDT) | 58457.95 |
| Total transactions (buy/sell) | 32 |
| Total fees | 21.04 |
| Funding net | -16.41 |
| Funding accrued (received) | 45.20 |
| Funding paid | 61.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 15 |
| Los Trades | 16 |
| Win Rate, % | 48.39 |
| Expectancy per trade | -6.0139 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 97.08 |
| Position max, % of margin balance | 227.02 |
| Max Drawdown | 1154.43 |
| Max Drawdown, % | 65.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9180 |
| Recovery Factor (Total PnL / Max DD) | -0.1939 |
| Sharpe ratio (monthly) | 0.2563 |
| Sortino ratio (monthly) | 0.4407 |
| CAGR, % | -9.96 |
| Calmar ratio (CAGR / Max DD%) | -0.1511 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -186.43 | Fee: 21.04 | Vol: 58457.95
Realized PnL by Symbol
Details
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