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
577.79
Total PnL
-422.21 (-42.22%)
Total Trades (Win/Los)
35 (14/21)
Win Rate
40.00%
Max Drawdown
883.93 (67.05%)
Total Fees
17.11
Position avg (max), %
94.47 (224.30)
Profit Factor
0.77
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% | 4.97% | 10.39% | 41.33% | 1.54% | -19.43% |
| 2025 | -37.60% | 23.98% | -2.82% | -22.53% | 11.13% | -3.54% | 10.62% | -5.17% | -4.68% | 10.67% | 23.43% | -16.74% | -29.00% |
| 2026 | 3.59% | 3.86% | 2.56% | -9.38% | 1.03% | 0.04% | — | — | — | — | — | — | 1.08% |
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 | 577.79 |
| Min balance | 434.34 |
| Max balance | 1318.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.81 |
| Average monthly return (arithmetic), % | 0.44 |
| Best month, % | 74.86 |
| Worst month, % | -38.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -422.21 |
| Total PnL, % | -42.22 |
| Gross profit | 1350.74 |
| Gross loss | 1744.85 |
| Trading volume (USDT) | 47532.60 |
| Total transactions (buy/sell) | 36 |
| Total fees | 17.11 |
| Funding net | -10.99 |
| Funding accrued (received) | 32.59 |
| Funding paid | 43.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 14 |
| Los Trades | 21 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -11.2605 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.47 |
| Position max, % of margin balance | 224.30 |
| Max Drawdown | 883.93 |
| Max Drawdown, % | 67.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7741 |
| Recovery Factor (Total PnL / Max DD) | -0.4776 |
| Sharpe ratio (monthly) | 0.0693 |
| Sortino ratio (monthly) | 0.1129 |
| CAGR, % | -20.32 |
| Calmar ratio (CAGR / Max DD%) | -0.3031 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -394.12 | Fee: 17.11 | Vol: 47532.60
Realized PnL by Symbol
Details
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