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
620.01
Total PnL
-379.99 (-38.00%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
1443.86 (73.30%)
Total Fees
21.03
Position avg (max), %
102.45 (285.66)
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 | -3.90% | 7.90% | 69.15% | -11.30% | -7.37% | 5.52% | 5.08% | -39.37% | 5.23% | 12.35% | 48.26% | -4.89% | 61.52% |
| 2025 | -5.04% | -16.85% | 0.12% | -24.69% | 11.64% | 1.63% | 11.78% | -20.42% | -12.06% | 13.10% | 28.15% | -17.35% | -36.70% |
| 2026 | -33.63% | 7.46% | 2.57% | 0.54% | -17.51% | 0.05% | — | — | — | — | — | — | -39.31% |
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 | 620.01 |
| Min balance | 525.89 |
| Max balance | 1969.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.58 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 69.15 |
| Worst month, % | -39.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -379.99 |
| Total PnL, % | -38.00 |
| Gross profit | 2165.48 |
| Gross loss | 2517.22 |
| Trading volume (USDT) | 58446.46 |
| Total transactions (buy/sell) | 28 |
| Total fees | 21.03 |
| Funding net | -7.21 |
| Funding accrued (received) | 63.96 |
| Funding paid | 71.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | -13.0276 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 102.45 |
| Position max, % of margin balance | 285.66 |
| Max Drawdown | 1443.86 |
| Max Drawdown, % | 73.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8603 |
| Recovery Factor (Total PnL / Max DD) | -0.2632 |
| Sharpe ratio (monthly) | 0.0872 |
| Sortino ratio (monthly) | 0.1445 |
| CAGR, % | -17.96 |
| Calmar ratio (CAGR / Max DD%) | -0.2450 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -351.75 | Fee: 21.03 | Vol: 58446.46
Realized PnL by Symbol
Details
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