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
780.25
Total PnL
-219.75 (-21.97%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
1425.60 (67.74%)
Total Fees
22.96
Position avg (max), %
101.30 (291.73)
Profit Factor
0.93
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 | 0.77% | 8.39% | 66.34% | -10.74% | -7.32% | 6.05% | 5.65% | -39.26% | 5.46% | 12.68% | 49.40% | -4.88% | 72.75% |
| 2025 | -5.26% | -17.13% | 0.00% | -24.72% | 11.70% | 7.65% | 12.13% | -19.63% | -11.91% | 13.07% | 28.11% | -13.73% | -29.49% |
| 2026 | -29.30% | 6.59% | 2.59% | 0.54% | -17.57% | 0.05% | — | — | — | — | — | — | -35.89% |
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 | 780.25 |
| Min balance | 677.44 |
| Max balance | 2104.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.82 |
| Average monthly return (arithmetic), % | 1.19 |
| Best month, % | 66.34 |
| Worst month, % | -39.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -219.75 |
| Total PnL, % | -21.97 |
| Gross profit | 2429.52 |
| Gross loss | 2619.37 |
| Trading volume (USDT) | 63798.27 |
| Total transactions (buy/sell) | 28 |
| Total fees | 22.96 |
| Funding net | -6.95 |
| Funding accrued (received) | 69.74 |
| Funding paid | 76.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | -7.0312 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 101.30 |
| Position max, % of margin balance | 291.73 |
| Max Drawdown | 1425.60 |
| Max Drawdown, % | 67.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9275 |
| Recovery Factor (Total PnL / Max DD) | -0.1541 |
| Sharpe ratio (monthly) | 0.1980 |
| Sortino ratio (monthly) | 0.3352 |
| CAGR, % | -9.77 |
| Calmar ratio (CAGR / Max DD%) | -0.1442 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -189.84 | Fee: 22.96 | Vol: 63798.27
Realized PnL by Symbol
Details
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