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
497.04
Total PnL
-502.96 (-50.30%)
Total Trades (Win/Los)
25 (8/17)
Win Rate
32.00%
Max Drawdown
1253.26 (75.34%)
Total Fees
14.67
Position avg (max), %
100.53 (191.34)
Profit Factor
0.72
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 | -19.27% | 7.48% | 83.52% | -37.33% | -12.31% | 4.73% | 5.04% | -17.07% | 5.42% | 10.53% | 41.82% | -3.06% | 27.88% |
| 2025 | -5.96% | -11.11% | 14.72% | -12.20% | 4.70% | -14.90% | 11.66% | -41.01% | 5.36% | -10.94% | 30.24% | -17.49% | -50.17% |
| 2026 | -20.23% | 5.61% | 1.07% | -9.31% | 1.05% | 0.04% | — | — | — | — | — | — | -21.94% |
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 | 497.04 |
| Min balance | 410.31 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.30 |
| Average monthly return (arithmetic), % | 0.03 |
| Best month, % | 83.52 |
| Worst month, % | -41.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -502.96 |
| Total PnL, % | -50.30 |
| Gross profit | 1206.03 |
| Gross loss | 1674.55 |
| Trading volume (USDT) | 40765.41 |
| Total transactions (buy/sell) | 26 |
| Total fees | 14.67 |
| Funding net | -19.77 |
| Funding accrued (received) | 40.80 |
| Funding paid | 60.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 8 |
| Los Trades | 17 |
| Win Rate, % | 32.00 |
| Expectancy per trade | -18.7408 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 100.53 |
| Position max, % of margin balance | 191.34 |
| Max Drawdown | 1253.26 |
| Max Drawdown, % | 75.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7202 |
| Recovery Factor (Total PnL / Max DD) | -0.4013 |
| Sharpe ratio (monthly) | 0.0040 |
| Sortino ratio (monthly) | 0.0068 |
| CAGR, % | -25.14 |
| Calmar ratio (CAGR / Max DD%) | -0.3336 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -468.52 | Fee: 14.67 | Vol: 40765.41
Realized PnL by Symbol
Details
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