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
970.64
Total PnL
-29.36 (-2.94%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
1351.03 (65.44%)
Total Fees
13.17
Position avg (max), %
94.04 (223.84)
Profit Factor
1.01
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 | — | 7.06% | 60.56% | -37.91% | 30.55% | 3.66% | 6.32% | -29.92% | 5.34% | 11.52% | 45.35% | -22.60% | 42.22% |
| 2025 | -16.29% | -22.06% | 17.22% | -13.94% | 4.80% | -1.24% | 9.48% | 14.31% | 3.27% | -6.54% | 21.83% | 3.05% | 3.30% |
| 2026 | -11.76% | 18.75% | -21.91% | 0.66% | -19.75% | 0.05% | — | — | — | — | — | — | -33.88% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 970.64 |
| Min balance | 713.35 |
| Max balance | 2064.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.10 |
| Average monthly return (arithmetic), % | 2.06 |
| Best month, % | 60.56 |
| Worst month, % | -37.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -29.36 |
| Total PnL, % | -2.94 |
| Gross profit | 1631.28 |
| Gross loss | 1610.69 |
| Trading volume (USDT) | 36614.91 |
| Total transactions (buy/sell) | 17 |
| Total fees | 13.17 |
| Funding net | -36.78 |
| Funding accrued (received) | 46.98 |
| Funding paid | 83.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 1.2867 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.04 |
| Position max, % of margin balance | 223.84 |
| Max Drawdown | 1351.03 |
| Max Drawdown, % | 65.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0128 |
| Recovery Factor (Total PnL / Max DD) | -0.0217 |
| Sharpe ratio (monthly) | 0.3363 |
| Sortino ratio (monthly) | 0.5531 |
| CAGR, % | -1.23 |
| Calmar ratio (CAGR / Max DD%) | -0.0187 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 20.59 | Fee: 13.17 | Vol: 36614.91
Realized PnL by Symbol
Details
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