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
867.82
Total PnL
-132.18 (-13.22%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
1355.02 (64.36%)
Total Fees
21.75
Position avg (max), %
99.55 (291.73)
Profit Factor
0.96
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% | -5.03% | 72.49% |
| 2025 | -5.07% | -17.12% | 0.09% | -24.66% | 11.78% | 1.19% | -5.31% | 17.12% | -9.92% | 10.25% | 22.59% | -13.36% | -21.50% |
| 2026 | -29.44% | 6.87% | 2.57% | 0.54% | -17.55% | 0.05% | — | — | — | — | — | — | -35.85% |
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 | 867.82 |
| Min balance | 677.44 |
| Max balance | 2105.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.47 |
| Average monthly return (arithmetic), % | 1.43 |
| Best month, % | 66.34 |
| Worst month, % | -39.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -132.18 |
| Total PnL, % | -13.22 |
| Gross profit | 2366.23 |
| Gross loss | 2469.36 |
| Trading volume (USDT) | 60447.30 |
| Total transactions (buy/sell) | 26 |
| Total fees | 21.75 |
| Funding net | -7.30 |
| Funding accrued (received) | 70.32 |
| Funding paid | 77.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -4.1252 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.55 |
| Position max, % of margin balance | 291.73 |
| Max Drawdown | 1355.02 |
| Max Drawdown, % | 64.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9582 |
| Recovery Factor (Total PnL / Max DD) | -0.0976 |
| Sharpe ratio (monthly) | 0.2447 |
| Sortino ratio (monthly) | 0.4227 |
| CAGR, % | -5.70 |
| Calmar ratio (CAGR / Max DD%) | -0.0886 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -103.13 | Fee: 21.75 | Vol: 60447.30
Realized PnL by Symbol
Details
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