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
417.74
Total PnL
-582.26 (-58.23%)
Total Trades (Win/Los)
31 (14/17)
Win Rate
45.16%
Max Drawdown
1456.69 (80.69%)
Total Fees
17.37
Position avg (max), %
98.95 (229.70)
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 | -28.37% | 38.57% | 74.54% | -8.97% | -5.75% | 5.48% | -38.65% | -20.75% | 5.32% | 10.26% | 40.86% | -2.92% | 21.05% |
| 2025 | -45.04% | 19.92% | -6.43% | -41.35% | 13.88% | -3.59% | 10.76% | -19.87% | -5.56% | 10.54% | 23.18% | -16.80% | -62.29% |
| 2026 | -5.31% | 4.39% | 1.08% | -9.33% | 1.04% | 0.04% | — | — | — | — | — | — | -8.42% |
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 | 417.74 |
| Min balance | 348.59 |
| Max balance | 1805.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.87 |
| Average monthly return (arithmetic), % | 0.04 |
| Best month, % | 74.54 |
| Worst month, % | -45.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -582.26 |
| Total PnL, % | -58.23 |
| Gross profit | 1683.49 |
| Gross loss | 2229.13 |
| Trading volume (USDT) | 48259.54 |
| Total transactions (buy/sell) | 32 |
| Total fees | 17.37 |
| Funding net | -19.26 |
| Funding accrued (received) | 33.44 |
| Funding paid | 52.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 14 |
| Los Trades | 17 |
| Win Rate, % | 45.16 |
| Expectancy per trade | -17.6012 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 98.95 |
| Position max, % of margin balance | 229.70 |
| Max Drawdown | 1456.69 |
| Max Drawdown, % | 80.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7552 |
| Recovery Factor (Total PnL / Max DD) | -0.3997 |
| Sharpe ratio (monthly) | 0.0056 |
| Sortino ratio (monthly) | 0.0087 |
| CAGR, % | -30.34 |
| Calmar ratio (CAGR / Max DD%) | -0.3759 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -545.64 | Fee: 17.37 | Vol: 48259.54
Realized PnL by Symbol
Details
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