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
892.46
Total PnL
-107.54 (-10.75%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1258.80 (70.49%)
Total Fees
9.59
Position avg (max), %
95.17 (298.13)
Profit Factor
0.96
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 | — | 5.69% | 60.63% | -37.94% | 30.58% | 3.20% | 6.43% | -39.89% | 2.67% | 12.83% | 49.93% | -24.12% | 19.73% |
| 2025 | -25.23% | -22.96% | 17.55% | -14.17% | 4.69% | -1.21% | 9.28% | 14.03% | 3.22% | -6.40% | 21.95% | 3.07% | -9.04% |
| 2026 | -14.80% | 19.47% | -16.33% | -0.44% | -3.32% | 0.05% | — | — | — | — | — | — | -17.99% |
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 | 892.46 |
| Min balance | 527.10 |
| Max balance | 1785.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | 2.02 |
| Best month, % | 60.63 |
| Worst month, % | -39.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -107.54 |
| Total PnL, % | -10.75 |
| Gross profit | 1265.78 |
| Gross loss | 1321.28 |
| Trading volume (USDT) | 26679.05 |
| Total transactions (buy/sell) | 15 |
| Total fees | 9.59 |
| Funding net | -42.44 |
| Funding accrued (received) | 32.66 |
| Funding paid | 75.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -3.9643 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.17 |
| Position max, % of margin balance | 298.13 |
| Max Drawdown | 1258.80 |
| Max Drawdown, % | 70.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9580 |
| Recovery Factor (Total PnL / Max DD) | -0.0854 |
| Sharpe ratio (monthly) | 0.3151 |
| Sortino ratio (monthly) | 0.5065 |
| CAGR, % | -4.60 |
| Calmar ratio (CAGR / Max DD%) | -0.0653 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -55.50 | Fee: 9.59 | Vol: 26679.05
Realized PnL by Symbol
Details
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