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
796.43
Total PnL
-203.57 (-20.36%)
Total Trades (Win/Los)
52 (5/47)
Win Rate
9.62%
Max Drawdown
1769.92 (80.74%)
Total Fees
37.19
Position avg (max), %
89.53 (244.69)
Profit Factor
0.92
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 | 1.33% | 29.52% | 61.03% | -38.09% | 30.79% | -3.21% | -5.52% | -25.49% | -19.79% | 4.88% | 40.36% | -20.83% | 8.99% |
| 2025 | 22.07% | 12.51% | 5.82% | -5.11% | -1.96% | -34.70% | -3.69% | 21.73% | 4.67% | -54.23% | 49.27% | 5.63% | -21.82% |
| 2026 | 11.34% | 11.11% | 0.70% | -14.59% | -12.13% | 0.04% | — | — | — | — | — | — | -6.48% |
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 | 796.43 |
| Min balance | 422.13 |
| Max balance | 2192.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.75 |
| Average monthly return (arithmetic), % | 2.45 |
| Best month, % | 61.03 |
| Worst month, % | -54.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -203.57 |
| Total PnL, % | -20.36 |
| Gross profit | 1591.99 |
| Gross loss | 1731.39 |
| Trading volume (USDT) | 103317.12 |
| Total transactions (buy/sell) | 53 |
| Total fees | 37.19 |
| Funding net | -26.98 |
| Funding accrued (received) | 47.11 |
| Funding paid | 74.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 52 |
| Win Trades | 5 |
| Los Trades | 47 |
| Win Rate, % | 9.62 |
| Expectancy per trade | -2.6808 |
| Max consecutive wins | 2 |
| Max consecutive losses | 37 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.53 |
| Position max, % of margin balance | 244.69 |
| Max Drawdown | 1769.92 |
| Max Drawdown, % | 80.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9195 |
| Recovery Factor (Total PnL / Max DD) | -0.1150 |
| Sharpe ratio (monthly) | 0.3422 |
| Sortino ratio (monthly) | 0.5357 |
| CAGR, % | -9.00 |
| Calmar ratio (CAGR / Max DD%) | -0.1114 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -139.40 | Fee: 37.19 | Vol: 103317.12
Realized PnL by Symbol
Details
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