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
777.74
Total PnL
-222.26 (-22.23%)
Total Trades (Win/Los)
46 (5/41)
Win Rate
10.87%
Max Drawdown
1860.74 (83.54%)
Total Fees
34.61
Position avg (max), %
89.38 (241.58)
Profit Factor
0.90
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 | 2.60% | 29.71% | 61.33% | -38.21% | 30.94% | -2.22% | 0.17% | -30.60% | -14.28% | -14.74% | 43.50% | -21.96% | -3.36% |
| 2025 | 23.60% | 8.06% | 6.57% | -5.73% | -2.20% | -34.63% | -3.66% | 21.77% | 4.67% | -54.03% | 48.77% | 5.59% | -23.93% |
| 2026 | 11.27% | 11.04% | 0.70% | -4.96% | -10.50% | 0.04% | — | — | — | — | — | — | 5.87% |
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 | 777.74 |
| Min balance | 366.49 |
| Max balance | 2227.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.83 |
| Average monthly return (arithmetic), % | 2.42 |
| Best month, % | 61.33 |
| Worst month, % | -54.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -222.26 |
| Total PnL, % | -22.23 |
| Gross profit | 1438.65 |
| Gross loss | 1594.28 |
| Trading volume (USDT) | 96154.83 |
| Total transactions (buy/sell) | 47 |
| Total fees | 34.61 |
| Funding net | -32.02 |
| Funding accrued (received) | 40.16 |
| Funding paid | 72.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 5 |
| Los Trades | 41 |
| Win Rate, % | 10.87 |
| Expectancy per trade | -3.3834 |
| Max consecutive wins | 2 |
| Max consecutive losses | 25 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.38 |
| Position max, % of margin balance | 241.58 |
| Max Drawdown | 1860.74 |
| Max Drawdown, % | 83.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9024 |
| Recovery Factor (Total PnL / Max DD) | -0.1194 |
| Sharpe ratio (monthly) | 0.3353 |
| Sortino ratio (monthly) | 0.5264 |
| CAGR, % | -9.89 |
| Calmar ratio (CAGR / Max DD%) | -0.1183 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -155.63 | Fee: 34.61 | Vol: 96154.83
Realized PnL by Symbol
Details
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