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
756.46
Total PnL
-243.54 (-24.35%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
1686.05 (83.39%)
Total Fees
5.63
Position avg (max), %
94.42 (279.65)
Profit Factor
0.76
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 | -6.72% | 29.62% | 61.19% | -38.16% | 30.87% | -21.24% | -15.79% | -28.01% | -17.02% | -27.75% | 66.50% | -28.93% | -46.56% |
| 2025 | 34.14% | -31.90% | 12.90% | -10.61% | -4.31% | -13.33% | 10.62% | 15.87% | 3.58% | 4.38% | 20.16% | 2.86% | 30.96% |
| 2026 | 5.92% | 6.09% | 0.40% | 0.12% | -4.27% | 0.04% | — | — | — | — | — | — | 8.18% |
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 | 756.46 |
| Min balance | 335.73 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.92 |
| Average monthly return (arithmetic), % | 1.91 |
| Best month, % | 66.50 |
| Worst month, % | -38.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -243.54 |
| Total PnL, % | -24.35 |
| Gross profit | 677.59 |
| Gross loss | 891.93 |
| Trading volume (USDT) | 15653.58 |
| Total transactions (buy/sell) | 11 |
| Total fees | 5.63 |
| Funding net | -23.57 |
| Funding accrued (received) | 30.14 |
| Funding paid | 53.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -21.4340 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.42 |
| Position max, % of margin balance | 279.65 |
| Max Drawdown | 1686.05 |
| Max Drawdown, % | 83.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7597 |
| Recovery Factor (Total PnL / Max DD) | -0.1444 |
| Sharpe ratio (monthly) | 0.2674 |
| Sortino ratio (monthly) | 0.4587 |
| CAGR, % | -10.91 |
| Calmar ratio (CAGR / Max DD%) | -0.1309 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -214.34 | Fee: 5.63 | Vol: 15653.58
Realized PnL by Symbol
Details
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