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
602.54
Total PnL
-397.46 (-39.75%)
Total Trades (Win/Los)
21 (8/13)
Win Rate
38.10%
Max Drawdown
1277.64 (76.80%)
Total Fees
12.07
Position avg (max), %
100.35 (292.01)
Profit Factor
0.77
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% | -37.33% | -12.37% | 4.79% | 5.22% | -39.54% | 2.49% | 12.49% | 48.74% | -4.84% | -4.87% |
| 2025 | -5.28% | -16.20% | 16.35% | -13.35% | 4.83% | -17.25% | 3.78% | 18.12% | 4.01% | -8.27% | 22.51% | 3.13% | 2.59% |
| 2026 | -14.87% | 19.67% | -21.49% | 0.65% | -23.29% | 0.05% | — | — | — | — | — | — | -38.21% |
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 | 602.54 |
| Min balance | 385.94 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.67 |
| Average monthly return (arithmetic), % | 0.82 |
| Best month, % | 83.52 |
| Worst month, % | -39.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -397.46 |
| Total PnL, % | -39.75 |
| Gross profit | 1227.40 |
| Gross loss | 1601.71 |
| Trading volume (USDT) | 33538.09 |
| Total transactions (buy/sell) | 22 |
| Total fees | 12.07 |
| Funding net | -11.08 |
| Funding accrued (received) | 42.00 |
| Funding paid | 53.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 8 |
| Los Trades | 13 |
| Win Rate, % | 38.10 |
| Expectancy per trade | -17.8243 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 100.35 |
| Position max, % of margin balance | 292.01 |
| Max Drawdown | 1277.64 |
| Max Drawdown, % | 76.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7663 |
| Recovery Factor (Total PnL / Max DD) | -0.3111 |
| Sharpe ratio (monthly) | 0.1198 |
| Sortino ratio (monthly) | 0.2077 |
| CAGR, % | -18.92 |
| Calmar ratio (CAGR / Max DD%) | -0.2464 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -374.31 | Fee: 12.07 | Vol: 33538.09
Realized PnL by Symbol
Details
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