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
545.24
Total PnL
-454.76 (-45.48%)
Total Trades (Win/Los)
39 (15/24)
Win Rate
38.46%
Max Drawdown
883.25 (67.00%)
Total Fees
19.94
Position avg (max), %
93.83 (224.30)
Profit Factor
0.78
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 | -20.08% | -9.47% | 74.86% | -6.76% | -7.52% | 5.39% | -38.73% | -31.21% | 7.90% | 10.41% | 41.38% | 1.30% | -17.33% |
| 2025 | -30.20% | 24.31% | -2.83% | -4.99% | 9.95% | -3.51% | 10.69% | -5.29% | -5.43% | -25.87% | 30.52% | -16.28% | -31.75% |
| 2026 | 15.21% | 2.20% | 2.59% | -9.97% | -11.11% | 0.04% | — | — | — | — | — | — | -3.30% |
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 | 545.24 |
| Min balance | 435.03 |
| Max balance | 1318.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.00 |
| Average monthly return (arithmetic), % | 0.25 |
| Best month, % | 74.86 |
| Worst month, % | -38.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -454.76 |
| Total PnL, % | -45.48 |
| Gross profit | 1526.06 |
| Gross loss | 1948.58 |
| Trading volume (USDT) | 55408.00 |
| Total transactions (buy/sell) | 40 |
| Total fees | 19.94 |
| Funding net | -12.31 |
| Funding accrued (received) | 34.85 |
| Funding paid | 47.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 15 |
| Los Trades | 24 |
| Win Rate, % | 38.46 |
| Expectancy per trade | -10.8337 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.83 |
| Position max, % of margin balance | 224.30 |
| Max Drawdown | 883.25 |
| Max Drawdown, % | 67.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7832 |
| Recovery Factor (Total PnL / Max DD) | -0.5149 |
| Sharpe ratio (monthly) | 0.0390 |
| Sortino ratio (monthly) | 0.0654 |
| CAGR, % | -22.21 |
| Calmar ratio (CAGR / Max DD%) | -0.3315 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -422.52 | Fee: 19.94 | Vol: 55408.00
Realized PnL by Symbol
Details
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