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
220.83
Total PnL
-779.17 (-77.92%)
Total Trades (Win/Los)
29 (12/17)
Win Rate
41.38%
Max Drawdown
1594.54 (89.55%)
Total Fees
13.95
Position avg (max), %
104.63 (232.51)
Profit Factor
0.62
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 | -13.62% | 7.66% | 77.92% | -31.07% | -10.46% | 5.18% | 5.04% | -12.57% | 5.24% | 10.03% | 40.03% | -2.66% | 55.70% |
| 2025 | -45.40% | -23.31% | -4.64% | -42.04% | 13.71% | -3.53% | 10.56% | -39.85% | 5.21% | -10.56% | 30.76% | -17.01% | -82.76% |
| 2026 | -15.41% | 4.98% | 1.06% | -9.25% | 1.04% | 0.04% | — | — | — | — | — | — | -17.67% |
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 | 220.83 |
| Min balance | 186.05 |
| Max balance | 1780.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.91 |
| Average monthly return (arithmetic), % | -2.10 |
| Best month, % | 77.92 |
| Worst month, % | -45.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -779.17 |
| Total PnL, % | -77.92 |
| Gross profit | 1221.21 |
| Gross loss | 1966.09 |
| Trading volume (USDT) | 38761.95 |
| Total transactions (buy/sell) | 30 |
| Total fees | 13.95 |
| Funding net | -20.34 |
| Funding accrued (received) | 31.05 |
| Funding paid | 51.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 12 |
| Los Trades | 17 |
| Win Rate, % | 41.38 |
| Expectancy per trade | -25.6856 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 104.63 |
| Position max, % of margin balance | 232.51 |
| Max Drawdown | 1594.54 |
| Max Drawdown, % | 89.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6211 |
| Recovery Factor (Total PnL / Max DD) | -0.4887 |
| Sharpe ratio (monthly) | -0.3032 |
| Sortino ratio (monthly) | -0.4409 |
| CAGR, % | -46.50 |
| Calmar ratio (CAGR / Max DD%) | -0.5192 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -744.88 | Fee: 13.95 | Vol: 38761.95
Realized PnL by Symbol
Details
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