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
967.10
Total PnL
-32.90 (-3.29%)
Total Trades (Win/Los)
23 (9/14)
Win Rate
39.13%
Max Drawdown
1252.20 (68.79%)
Total Fees
17.33
Position avg (max), %
96.66 (204.15)
Profit Factor
1.00
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 | -26.87% | 37.79% | 73.43% | -42.57% | -11.30% | 4.91% | 15.84% | -28.75% | 5.59% | 11.46% | 45.14% | 0.80% | 32.71% |
| 2025 | -4.93% | -15.96% | 16.21% | -13.25% | 8.36% | 1.24% | -5.56% | 17.19% | 3.83% | -1.52% | 20.88% | -11.02% | 7.56% |
| 2026 | -25.47% | 19.61% | -12.56% | 0.56% | -13.54% | 0.04% | — | — | — | — | — | — | -32.20% |
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 | 967.10 |
| Min balance | 568.02 |
| Max balance | 1820.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.11 |
| Average monthly return (arithmetic), % | 2.32 |
| Best month, % | 73.43 |
| Worst month, % | -42.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -32.90 |
| Total PnL, % | -3.29 |
| Gross profit | 1761.44 |
| Gross loss | 1764.14 |
| Trading volume (USDT) | 48180.90 |
| Total transactions (buy/sell) | 24 |
| Total fees | 17.33 |
| Funding net | -12.86 |
| Funding accrued (received) | 56.32 |
| Funding paid | 69.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 9 |
| Los Trades | 14 |
| Win Rate, % | 39.13 |
| Expectancy per trade | -0.1174 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.66 |
| Position max, % of margin balance | 204.15 |
| Max Drawdown | 1252.20 |
| Max Drawdown, % | 68.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9985 |
| Recovery Factor (Total PnL / Max DD) | -0.0263 |
| Sharpe ratio (monthly) | 0.3513 |
| Sortino ratio (monthly) | 0.6170 |
| CAGR, % | -1.38 |
| Calmar ratio (CAGR / Max DD%) | -0.0200 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -2.70 | Fee: 17.33 | Vol: 48180.90
Realized PnL by Symbol
Details
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