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
758.22
Total PnL
-241.78 (-24.18%)
Total Trades (Win/Los)
44 (7/37)
Win Rate
15.91%
Max Drawdown
1356.63 (70.29%)
Total Fees
32.08
Position avg (max), %
93.09 (235.25)
Profit Factor
0.89
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 | -0.27% | 2.26% | 61.34% | -38.21% | -18.08% | 11.00% | 20.61% | -16.36% | 13.25% | 9.42% | 37.79% | -19.87% | 27.61% |
| 2025 | 16.90% | 4.83% | 10.68% | -8.97% | -3.58% | -11.50% | -13.46% | 18.74% | 4.12% | -49.38% | 47.77% | 5.51% | -11.04% |
| 2026 | 11.12% | 10.91% | -2.43% | -27.29% | -23.58% | 0.04% | — | — | — | — | — | — | -33.16% |
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 | 758.22 |
| Min balance | 573.47 |
| Max balance | 1930.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.92 |
| Average monthly return (arithmetic), % | 1.78 |
| Best month, % | 61.34 |
| Worst month, % | -49.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -241.78 |
| Total PnL, % | -24.18 |
| Gross profit | 1585.48 |
| Gross loss | 1778.46 |
| Trading volume (USDT) | 89126.26 |
| Total transactions (buy/sell) | 45 |
| Total fees | 32.08 |
| Funding net | -16.72 |
| Funding accrued (received) | 56.51 |
| Funding paid | 73.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 7 |
| Los Trades | 37 |
| Win Rate, % | 15.91 |
| Expectancy per trade | -4.3859 |
| Max consecutive wins | 2 |
| Max consecutive losses | 17 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.09 |
| Position max, % of margin balance | 235.25 |
| Max Drawdown | 1356.63 |
| Max Drawdown, % | 70.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8915 |
| Recovery Factor (Total PnL / Max DD) | -0.1782 |
| Sharpe ratio (monthly) | 0.2677 |
| Sortino ratio (monthly) | 0.4150 |
| CAGR, % | -10.83 |
| Calmar ratio (CAGR / Max DD%) | -0.1541 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -192.98 | Fee: 32.08 | Vol: 89126.26
Realized PnL by Symbol
Details
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