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
765.87
Total PnL
-234.13 (-23.41%)
Total Trades (Win/Los)
21 (9/12)
Win Rate
42.86%
Max Drawdown
1146.46 (68.92%)
Total Fees
12.72
Position avg (max), %
96.57 (187.69)
Profit Factor
0.86
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% | 7.48% | 83.52% | -41.88% | -14.24% | 4.56% | 5.09% | -22.04% | -6.47% | 11.73% | 46.10% | -3.90% | -0.24% |
| 2025 | -5.89% | -10.81% | 14.75% | -12.21% | 4.65% | -16.85% | 3.99% | 18.44% | 4.07% | -8.44% | 22.08% | 3.08% | 8.66% |
| 2026 | -9.09% | 18.11% | -19.17% | 0.64% | -19.08% | 0.04% | — | — | — | — | — | — | -29.29% |
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 | 765.87 |
| Min balance | 517.11 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.88 |
| Average monthly return (arithmetic), % | 1.30 |
| Best month, % | 83.52 |
| Worst month, % | -41.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -234.13 |
| Total PnL, % | -23.41 |
| Gross profit | 1276.00 |
| Gross loss | 1485.75 |
| Trading volume (USDT) | 35369.64 |
| Total transactions (buy/sell) | 22 |
| Total fees | 12.72 |
| Funding net | -11.64 |
| Funding accrued (received) | 43.77 |
| Funding paid | 55.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 9 |
| Los Trades | 12 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -9.9885 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.57 |
| Position max, % of margin balance | 187.69 |
| Max Drawdown | 1146.46 |
| Max Drawdown, % | 68.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8588 |
| Recovery Factor (Total PnL / Max DD) | -0.2042 |
| Sharpe ratio (monthly) | 0.2009 |
| Sortino ratio (monthly) | 0.3742 |
| CAGR, % | -10.46 |
| Calmar ratio (CAGR / Max DD%) | -0.1517 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -209.76 | Fee: 12.72 | Vol: 35369.64
Realized PnL by Symbol
Details
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