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
771.88
Total PnL
-228.12 (-22.81%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1308.08 (74.30%)
Total Fees
8.84
Position avg (max), %
96.70 (297.53)
Profit Factor
0.86
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% | 1.61% | 6.42% | -39.98% | -10.23% | 13.96% | 53.79% | -25.33% | 4.90% |
| 2025 | -26.24% | -23.44% | 17.58% | -14.19% | 4.78% | -1.23% | 9.44% | 14.27% | 3.26% | -6.52% | 21.83% | 3.05% | -10.63% |
| 2026 | -14.71% | 19.64% | -16.19% | -0.43% | -3.27% | 0.05% | — | — | — | — | — | — | -17.60% |
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 | 771.88 |
| Min balance | 452.53 |
| Max balance | 1760.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.89 |
| Average monthly return (arithmetic), % | 1.62 |
| Best month, % | 60.63 |
| Worst month, % | -39.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -228.12 |
| Total PnL, % | -22.81 |
| Gross profit | 1099.39 |
| Gross loss | 1279.18 |
| Trading volume (USDT) | 24571.17 |
| Total transactions (buy/sell) | 15 |
| Total fees | 8.84 |
| Funding net | -39.48 |
| Funding accrued (received) | 30.02 |
| Funding paid | 69.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -12.8427 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.70 |
| Position max, % of margin balance | 297.53 |
| Max Drawdown | 1308.08 |
| Max Drawdown, % | 74.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8594 |
| Recovery Factor (Total PnL / Max DD) | -0.1744 |
| Sharpe ratio (monthly) | 0.2465 |
| Sortino ratio (monthly) | 0.3974 |
| CAGR, % | -10.17 |
| Calmar ratio (CAGR / Max DD%) | -0.1368 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -179.80 | Fee: 8.84 | Vol: 24571.17
Realized PnL by Symbol
Details
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