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
856.28
Total PnL
-143.72 (-14.37%)
Total Trades (Win/Los)
23 (9/14)
Win Rate
39.13%
Max Drawdown
1259.21 (69.18%)
Total Fees
16.68
Position avg (max), %
96.90 (206.71)
Profit Factor
0.93
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% | -43.05% | -11.49% | 5.01% | 15.72% | -28.64% | 5.32% | 11.21% | 44.25% | 1.06% | 30.41% |
| 2025 | -5.07% | -16.08% | 16.08% | -13.16% | 8.30% | 1.24% | -5.62% | 17.06% | 3.81% | -7.74% | 23.26% | -11.37% | 1.79% |
| 2026 | -25.24% | 19.72% | -12.75% | 0.55% | -17.82% | 0.04% | — | — | — | — | — | — | -35.44% |
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 | 856.28 |
| Min balance | 561.01 |
| Max balance | 1820.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.51 |
| Average monthly return (arithmetic), % | 1.97 |
| Best month, % | 73.43 |
| Worst month, % | -43.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -143.72 |
| Total PnL, % | -14.37 |
| Gross profit | 1632.48 |
| Gross loss | 1746.72 |
| Trading volume (USDT) | 46362.97 |
| Total transactions (buy/sell) | 24 |
| Total fees | 16.68 |
| Funding net | -12.81 |
| Funding accrued (received) | 54.65 |
| Funding paid | 67.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 9 |
| Los Trades | 14 |
| Win Rate, % | 39.13 |
| Expectancy per trade | -4.9666 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.90 |
| Position max, % of margin balance | 206.71 |
| Max Drawdown | 1259.21 |
| Max Drawdown, % | 69.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9346 |
| Recovery Factor (Total PnL / Max DD) | -0.1141 |
| Sharpe ratio (monthly) | 0.2950 |
| Sortino ratio (monthly) | 0.5110 |
| CAGR, % | -6.22 |
| Calmar ratio (CAGR / Max DD%) | -0.0900 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -114.23 | Fee: 16.68 | Vol: 46362.97
Realized PnL by Symbol
Details
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