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
482.32
Total PnL
-517.68 (-51.77%)
Total Trades (Win/Los)
35 (14/21)
Win Rate
40.00%
Max Drawdown
1381.08 (76.50%)
Total Fees
21.47
Position avg (max), %
97.29 (221.27)
Profit Factor
0.80
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 | -28.37% | 38.57% | 74.54% | -8.73% | -5.94% | 5.38% | -38.63% | -20.75% | 5.16% | 10.09% | 40.22% | -2.75% | 20.32% |
| 2025 | -37.16% | 22.13% | -6.24% | -5.00% | 10.20% | -3.51% | 10.69% | -19.30% | -5.59% | -32.01% | 34.68% | -17.07% | -53.45% |
| 2026 | 8.17% | 2.46% | 1.09% | -10.51% | -14.08% | 0.04% | — | — | — | — | — | — | -13.82% |
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 | 482.32 |
| Min balance | 424.20 |
| Max balance | 1805.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.40 |
| Average monthly return (arithmetic), % | 0.26 |
| Best month, % | 74.54 |
| Worst month, % | -38.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -517.68 |
| Total PnL, % | -51.77 |
| Gross profit | 1927.45 |
| Gross loss | 2403.98 |
| Trading volume (USDT) | 59642.99 |
| Total transactions (buy/sell) | 36 |
| Total fees | 21.47 |
| Funding net | -19.68 |
| Funding accrued (received) | 39.85 |
| Funding paid | 59.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 14 |
| Los Trades | 21 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -13.6153 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 97.29 |
| Position max, % of margin balance | 221.27 |
| Max Drawdown | 1381.08 |
| Max Drawdown, % | 76.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8018 |
| Recovery Factor (Total PnL / Max DD) | -0.3748 |
| Sharpe ratio (monthly) | 0.0375 |
| Sortino ratio (monthly) | 0.0617 |
| CAGR, % | -26.06 |
| Calmar ratio (CAGR / Max DD%) | -0.3407 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -476.54 | Fee: 21.47 | Vol: 59642.99
Realized PnL by Symbol
Details
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