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
737.60
Total PnL
-262.40 (-26.24%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
1260.81 (69.69%)
Total Fees
9.98
Position avg (max), %
94.61 (298.13)
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% | 3.20% | 6.43% | -39.89% | 5.23% | 12.52% | 48.85% | -23.77% | 22.05% |
| 2025 | -24.29% | -22.72% | 17.29% | -13.99% | 4.76% | -1.23% | 9.40% | 14.21% | 3.25% | -6.50% | 21.75% | 3.05% | -7.56% |
| 2026 | 6.29% | 6.46% | -11.00% | -13.21% | -25.18% | 0.05% | — | — | — | — | — | — | -34.57% |
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 | 737.60 |
| Min balance | 548.36 |
| Max balance | 1809.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.04 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 60.63 |
| Worst month, % | -39.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -262.40 |
| Total PnL, % | -26.24 |
| Gross profit | 1290.93 |
| Gross loss | 1509.75 |
| Trading volume (USDT) | 27749.61 |
| Total transactions (buy/sell) | 15 |
| Total fees | 9.98 |
| Funding net | -33.59 |
| Funding accrued (received) | 37.71 |
| Funding paid | 71.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -15.6303 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.61 |
| Position max, % of margin balance | 298.13 |
| Max Drawdown | 1260.81 |
| Max Drawdown, % | 69.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8551 |
| Recovery Factor (Total PnL / Max DD) | -0.2081 |
| Sharpe ratio (monthly) | 0.2151 |
| Sortino ratio (monthly) | 0.3354 |
| CAGR, % | -11.84 |
| Calmar ratio (CAGR / Max DD%) | -0.1699 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -218.82 | Fee: 9.98 | Vol: 27749.61
Realized PnL by Symbol
Details
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