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
828.01
Total PnL
-171.99 (-17.20%)
Total Trades (Win/Los)
21 (8/13)
Win Rate
38.10%
Max Drawdown
1137.08 (67.35%)
Total Fees
16.82
Position avg (max), %
100.69 (287.40)
Profit Factor
0.94
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 | -13.62% | 5.25% | 78.03% | -44.05% | 39.39% | 1.16% | 7.11% | -39.44% | 5.33% | 12.47% | 48.69% | -0.15% | 45.67% |
| 2025 | -4.40% | -16.19% | 16.18% | -13.23% | 8.36% | 1.26% | -5.76% | 16.78% | 3.76% | -7.56% | 23.93% | -17.52% | -4.38% |
| 2026 | -31.65% | 20.56% | -12.79% | 0.55% | -17.71% | 0.05% | — | — | — | — | — | — | -40.51% |
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 | 828.01 |
| Min balance | 551.25 |
| Max balance | 1806.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.62 |
| Average monthly return (arithmetic), % | 2.16 |
| Best month, % | 78.03 |
| Worst month, % | -44.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -171.99 |
| Total PnL, % | -17.20 |
| Gross profit | 2005.02 |
| Gross loss | 2143.45 |
| Trading volume (USDT) | 46747.50 |
| Total transactions (buy/sell) | 22 |
| Total fees | 16.82 |
| Funding net | -16.74 |
| Funding accrued (received) | 59.52 |
| Funding paid | 76.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 8 |
| Los Trades | 13 |
| Win Rate, % | 38.10 |
| Expectancy per trade | -6.5917 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 100.69 |
| Position max, % of margin balance | 287.40 |
| Max Drawdown | 1137.08 |
| Max Drawdown, % | 67.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9354 |
| Recovery Factor (Total PnL / Max DD) | -0.1513 |
| Sharpe ratio (monthly) | 0.3073 |
| Sortino ratio (monthly) | 0.5282 |
| CAGR, % | -7.52 |
| Calmar ratio (CAGR / Max DD%) | -0.1116 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -138.43 | Fee: 16.82 | Vol: 46747.50
Realized PnL by Symbol
Details
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