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
788.26
Total PnL
-211.74 (-21.17%)
Total Trades (Win/Los)
19 (8/11)
Win Rate
42.11%
Max Drawdown
1158.28 (69.63%)
Total Fees
12.59
Position avg (max), %
101.70 (229.54)
Profit Factor
0.89
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% | -45.74% | 42.18% | -3.81% | 7.20% | -30.73% | -29.18% | 15.01% | 57.29% | -7.68% | 3.79% |
| 2025 | -6.48% | -11.10% | 14.87% | -12.30% | 4.70% | -16.82% | 3.96% | 18.23% | 4.03% | -8.35% | 22.05% | 3.08% | 7.54% |
| 2026 | -9.20% | 18.04% | -19.20% | 0.64% | -18.94% | 0.04% | — | — | — | — | — | — | -29.32% |
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 | 788.26 |
| Min balance | 505.29 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.79 |
| Average monthly return (arithmetic), % | 2.12 |
| Best month, % | 83.52 |
| Worst month, % | -45.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -211.74 |
| Total PnL, % | -21.17 |
| Gross profit | 1502.13 |
| Gross loss | 1679.79 |
| Trading volume (USDT) | 34998.48 |
| Total transactions (buy/sell) | 20 |
| Total fees | 12.59 |
| Funding net | -21.49 |
| Funding accrued (received) | 45.42 |
| Funding paid | 66.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 8 |
| Los Trades | 11 |
| Win Rate, % | 42.11 |
| Expectancy per trade | -9.3507 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 101.70 |
| Position max, % of margin balance | 229.54 |
| Max Drawdown | 1158.28 |
| Max Drawdown, % | 69.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8942 |
| Recovery Factor (Total PnL / Max DD) | -0.1828 |
| Sharpe ratio (monthly) | 0.2879 |
| Sortino ratio (monthly) | 0.5269 |
| CAGR, % | -9.38 |
| Calmar ratio (CAGR / Max DD%) | -0.1348 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -177.66 | Fee: 12.59 | Vol: 34998.48
Realized PnL by Symbol
Details
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