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
864.03
Total PnL
-135.97 (-13.60%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
1221.62 (65.74%)
Total Fees
12.12
Position avg (max), %
96.90 (286.44)
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 | — | 7.06% | 60.56% | -37.91% | 30.55% | 3.66% | 6.32% | -39.26% | 5.36% | 12.50% | 48.77% | -23.74% | 25.42% |
| 2025 | -16.47% | -20.93% | 17.25% | -13.96% | 4.89% | -1.26% | 9.64% | 14.54% | 3.32% | -6.66% | 21.78% | 3.05% | 4.87% |
| 2026 | -12.14% | 18.61% | -21.83% | 0.66% | -19.86% | 0.05% | — | — | — | — | — | — | -34.26% |
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 | 864.03 |
| Min balance | 621.53 |
| Max balance | 1858.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.50 |
| Average monthly return (arithmetic), % | 1.88 |
| Best month, % | 60.56 |
| Worst month, % | -39.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -135.97 |
| Total PnL, % | -13.60 |
| Gross profit | 1519.63 |
| Gross loss | 1608.31 |
| Trading volume (USDT) | 33700.41 |
| Total transactions (buy/sell) | 17 |
| Total fees | 12.12 |
| Funding net | -35.17 |
| Funding accrued (received) | 43.58 |
| Funding paid | 78.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | -5.5428 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.90 |
| Position max, % of margin balance | 286.44 |
| Max Drawdown | 1221.62 |
| Max Drawdown, % | 65.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9449 |
| Recovery Factor (Total PnL / Max DD) | -0.1113 |
| Sharpe ratio (monthly) | 0.2949 |
| Sortino ratio (monthly) | 0.4725 |
| CAGR, % | -5.87 |
| Calmar ratio (CAGR / Max DD%) | -0.0893 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -88.68 | Fee: 12.12 | Vol: 33700.41
Realized PnL by Symbol
Details
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