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
935.16
Total PnL
-64.84 (-6.48%)
Total Trades (Win/Los)
26 (5/21)
Win Rate
19.23%
Max Drawdown
1719.89 (77.11%)
Total Fees
20.29
Position avg (max), %
89.93 (206.44)
Profit Factor
1.00
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 | 2.92% | 29.61% | 61.18% | -38.15% | 30.86% | -12.16% | 17.06% | -27.78% | -22.56% | -18.42% | 48.48% | -23.65% | -7.44% |
| 2025 | 25.98% | 13.08% | 6.24% | -5.46% | -2.10% | -33.45% | 13.73% | 19.96% | 4.35% | -48.61% | 43.04% | 5.13% | 2.57% |
| 2026 | 10.39% | 10.26% | 0.65% | -9.26% | -11.37% | 0.04% | — | — | — | — | — | — | -1.43% |
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 | 935.16 |
| Min balance | 510.56 |
| Max balance | 2230.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.22 |
| Average monthly return (arithmetic), % | 3.00 |
| Best month, % | 61.18 |
| Worst month, % | -48.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -64.84 |
| Total PnL, % | -6.48 |
| Gross profit | 1497.47 |
| Gross loss | 1498.34 |
| Trading volume (USDT) | 56383.14 |
| Total transactions (buy/sell) | 27 |
| Total fees | 20.29 |
| Funding net | -43.68 |
| Funding accrued (received) | 39.83 |
| Funding paid | 83.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 5 |
| Los Trades | 21 |
| Win Rate, % | 19.23 |
| Expectancy per trade | -0.0335 |
| Max consecutive wins | 2 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.93 |
| Position max, % of margin balance | 206.44 |
| Max Drawdown | 1719.89 |
| Max Drawdown, % | 77.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9994 |
| Recovery Factor (Total PnL / Max DD) | -0.0377 |
| Sharpe ratio (monthly) | 0.4125 |
| Sortino ratio (monthly) | 0.6568 |
| CAGR, % | -2.74 |
| Calmar ratio (CAGR / Max DD%) | -0.0355 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -0.87 | Fee: 20.29 | Vol: 56383.14
Realized PnL by Symbol
Details
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