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
704.27
Total PnL
-295.73 (-29.57%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
1303.13 (67.25%)
Total Fees
19.92
Position avg (max), %
101.17 (296.97)
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 | -6.23% | 8.40% | 71.29% | -12.03% | -7.10% | 5.52% | 5.09% | -39.63% | 5.15% | 12.42% | 48.49% | -4.67% | 59.39% |
| 2025 | -5.36% | -17.11% | 0.04% | -26.10% | 11.81% | 1.22% | -5.45% | 17.02% | -10.06% | 10.52% | 23.15% | -17.13% | -26.34% |
| 2026 | -31.19% | 6.83% | 2.58% | 0.54% | -20.85% | 0.05% | — | — | — | — | — | — | -39.97% |
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 | 704.27 |
| Min balance | 626.99 |
| Max balance | 1937.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.16 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 71.29 |
| Worst month, % | -39.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -295.73 |
| Total PnL, % | -29.57 |
| Gross profit | 2176.19 |
| Gross loss | 2445.81 |
| Trading volume (USDT) | 55350.41 |
| Total transactions (buy/sell) | 26 |
| Total fees | 19.92 |
| Funding net | -6.19 |
| Funding accrued (received) | 65.20 |
| Funding paid | 71.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -10.7847 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 101.17 |
| Position max, % of margin balance | 296.97 |
| Max Drawdown | 1303.13 |
| Max Drawdown, % | 67.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8898 |
| Recovery Factor (Total PnL / Max DD) | -0.2269 |
| Sharpe ratio (monthly) | 0.1480 |
| Sortino ratio (monthly) | 0.2519 |
| CAGR, % | -13.51 |
| Calmar ratio (CAGR / Max DD%) | -0.2010 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -269.62 | Fee: 19.92 | Vol: 55350.41
Realized PnL by Symbol
Details
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