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
879.55
Total PnL
-120.45 (-12.04%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
1455.08 (74.76%)
Total Fees
9.43
Position avg (max), %
91.79 (193.00)
Profit Factor
0.93
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 | — | 16.72% | 60.78% | -37.99% | -4.61% | 12.12% | 6.42% | -24.80% | -29.38% | 13.92% | 53.65% | -25.29% | -8.01% |
| 2025 | -12.81% | -20.51% | 17.09% | -13.85% | 4.70% | -1.21% | 9.28% | 14.04% | 3.22% | 3.98% | 18.32% | 2.64% | 17.47% |
| 2026 | 5.48% | 5.66% | -16.71% | 0.65% | -12.85% | 0.04% | — | — | — | — | — | — | -18.54% |
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 | 879.55 |
| Min balance | 491.28 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.44 |
| Average monthly return (arithmetic), % | 1.68 |
| Best month, % | 60.78 |
| Worst month, % | -37.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -120.45 |
| Total PnL, % | -12.04 |
| Gross profit | 1102.69 |
| Gross loss | 1191.87 |
| Trading volume (USDT) | 26216.88 |
| Total transactions (buy/sell) | 15 |
| Total fees | 9.43 |
| Funding net | -21.84 |
| Funding accrued (received) | 39.55 |
| Funding paid | 61.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -6.3699 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.79 |
| Position max, % of margin balance | 193.00 |
| Max Drawdown | 1455.08 |
| Max Drawdown, % | 74.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9252 |
| Recovery Factor (Total PnL / Max DD) | -0.0828 |
| Sharpe ratio (monthly) | 0.2750 |
| Sortino ratio (monthly) | 0.4521 |
| CAGR, % | -5.18 |
| Calmar ratio (CAGR / Max DD%) | -0.0692 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -89.18 | Fee: 9.43 | Vol: 26216.88
Realized PnL by Symbol
Details
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