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
796.80
Total PnL
-203.20 (-20.32%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
1265.46 (69.04%)
Total Fees
10.18
Position avg (max), %
94.20 (296.31)
Profit Factor
0.90
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% | 3.13% | 6.47% | -39.83% | 5.25% | 12.52% | 48.84% | -23.77% | 23.68% |
| 2025 | -23.11% | -22.53% | 17.09% | -13.85% | 4.73% | -1.22% | 9.34% | 14.12% | 3.23% | -6.46% | 21.71% | 3.04% | -6.08% |
| 2026 | 6.28% | 6.45% | -11.01% | -13.24% | -21.44% | 0.05% | — | — | — | — | — | — | -31.35% |
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 | 796.80 |
| Min balance | 567.61 |
| Max balance | 1833.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.78 |
| Average monthly return (arithmetic), % | 1.59 |
| Best month, % | 60.56 |
| Worst month, % | -39.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -203.20 |
| Total PnL, % | -20.32 |
| Gross profit | 1339.52 |
| Gross loss | 1495.86 |
| Trading volume (USDT) | 28315.29 |
| Total transactions (buy/sell) | 15 |
| Total fees | 10.18 |
| Funding net | -36.67 |
| Funding accrued (received) | 38.00 |
| Funding paid | 74.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -11.1673 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.20 |
| Position max, % of margin balance | 296.31 |
| Max Drawdown | 1265.46 |
| Max Drawdown, % | 69.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8955 |
| Recovery Factor (Total PnL / Max DD) | -0.1606 |
| Sharpe ratio (monthly) | 0.2503 |
| Sortino ratio (monthly) | 0.3948 |
| CAGR, % | -8.98 |
| Calmar ratio (CAGR / Max DD%) | -0.1300 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -156.34 | Fee: 10.18 | Vol: 28315.29
Realized PnL by Symbol
Details
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