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
715.48
Total PnL
-284.52 (-28.45%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1582.57 (78.07%)
Total Fees
8.42
Position avg (max), %
93.78 (212.39)
Profit Factor
0.79
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 | -6.19% | 29.46% | 60.93% | -38.05% | 30.74% | -21.12% | -4.54% | -26.56% | -15.78% | 12.67% | 47.66% | -23.38% | -6.03% |
| 2025 | 6.75% | -37.63% | 12.77% | -10.52% | -4.27% | -12.55% | 9.47% | 14.31% | 3.27% | -9.82% | -13.28% | 6.59% | -39.41% |
| 2026 | 13.17% | 12.68% | 0.79% | 0.23% | -2.42% | 0.04% | — | — | — | — | — | — | 25.76% |
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 | 715.48 |
| Min balance | 444.47 |
| Max balance | 2027.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.11 |
| Average monthly return (arithmetic), % | 1.18 |
| Best month, % | 60.93 |
| Worst month, % | -38.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -284.52 |
| Total PnL, % | -28.45 |
| Gross profit | 914.36 |
| Gross loss | 1162.27 |
| Trading volume (USDT) | 23406.55 |
| Total transactions (buy/sell) | 15 |
| Total fees | 8.42 |
| Funding net | -28.19 |
| Funding accrued (received) | 34.04 |
| Funding paid | 62.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -17.7079 |
| Max consecutive wins | 1 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.78 |
| Position max, % of margin balance | 212.39 |
| Max Drawdown | 1582.57 |
| Max Drawdown, % | 78.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7867 |
| Recovery Factor (Total PnL / Max DD) | -0.1798 |
| Sharpe ratio (monthly) | 0.1877 |
| Sortino ratio (monthly) | 0.3038 |
| CAGR, % | -12.95 |
| Calmar ratio (CAGR / Max DD%) | -0.1658 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -247.91 | Fee: 8.42 | Vol: 23406.55
Realized PnL by Symbol
Details
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