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
692.81
Total PnL
-307.19 (-30.72%)
Total Trades (Win/Los)
40 (6/34)
Win Rate
15.00%
Max Drawdown
1259.53 (81.39%)
Total Fees
19.07
Position avg (max), %
90.84 (192.82)
Profit Factor
0.81
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 | -3.85% | -6.14% | 65.08% | -39.62% | -24.92% | -25.62% | 3.11% | -25.64% | -9.45% | 11.59% | 45.60% | -22.68% | -56.20% |
| 2025 | 12.28% | -3.55% | 11.23% | -1.68% | 4.41% | -1.14% | 8.73% | 13.27% | 3.06% | -2.83% | 21.39% | 3.00% | 88.53% |
| 2026 | 6.21% | 6.38% | -7.04% | 0.58% | -20.56% | 0.04% | — | — | — | — | — | — | -16.05% |
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 | 692.81 |
| Min balance | 288.00 |
| Max balance | 1547.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.21 |
| Average monthly return (arithmetic), % | 0.71 |
| Best month, % | 65.08 |
| Worst month, % | -39.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -307.19 |
| Total PnL, % | -30.72 |
| Gross profit | 1097.26 |
| Gross loss | 1361.88 |
| Trading volume (USDT) | 52991.72 |
| Total transactions (buy/sell) | 41 |
| Total fees | 19.07 |
| Funding net | -23.50 |
| Funding accrued (received) | 23.31 |
| Funding paid | 46.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 6 |
| Los Trades | 34 |
| Win Rate, % | 15.00 |
| Expectancy per trade | -6.6156 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.84 |
| Position max, % of margin balance | 192.82 |
| Max Drawdown | 1259.53 |
| Max Drawdown, % | 81.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8057 |
| Recovery Factor (Total PnL / Max DD) | -0.2439 |
| Sharpe ratio (monthly) | 0.1215 |
| Sortino ratio (monthly) | 0.1968 |
| CAGR, % | -14.10 |
| Calmar ratio (CAGR / Max DD%) | -0.1732 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -264.62 | Fee: 19.07 | Vol: 52991.72
Realized PnL by Symbol
Details
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