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
491.02
Total PnL
-508.98 (-50.90%)
Total Trades (Win/Los)
21 (8/13)
Win Rate
38.10%
Max Drawdown
1330.63 (79.99%)
Total Fees
9.32
Position avg (max), %
99.85 (225.66)
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 | -19.27% | 7.48% | 83.52% | -51.76% | -19.38% | 2.19% | 5.03% | -30.16% | -10.76% | 12.38% | 48.37% | -6.36% | -35.31% |
| 2025 | -6.09% | -11.26% | 14.82% | -12.27% | 4.66% | -16.80% | 3.82% | 17.98% | 3.98% | -8.27% | 21.64% | 3.03% | 7.05% |
| 2026 | -9.11% | 18.11% | -19.08% | 0.64% | -18.87% | 0.04% | — | — | — | — | — | — | -29.04% |
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 | 491.02 |
| Min balance | 332.94 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.34 |
| Average monthly return (arithmetic), % | 0.28 |
| Best month, % | 83.52 |
| Worst month, % | -51.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -508.98 |
| Total PnL, % | -50.90 |
| Gross profit | 789.60 |
| Gross loss | 1279.71 |
| Trading volume (USDT) | 25890.81 |
| Total transactions (buy/sell) | 22 |
| Total fees | 9.32 |
| Funding net | -9.56 |
| Funding accrued (received) | 31.76 |
| Funding paid | 41.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 8 |
| Los Trades | 13 |
| Win Rate, % | 38.10 |
| Expectancy per trade | -23.3386 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.85 |
| Position max, % of margin balance | 225.66 |
| Max Drawdown | 1330.63 |
| Max Drawdown, % | 79.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6170 |
| Recovery Factor (Total PnL / Max DD) | -0.3825 |
| Sharpe ratio (monthly) | 0.0403 |
| Sortino ratio (monthly) | 0.0678 |
| CAGR, % | -25.51 |
| Calmar ratio (CAGR / Max DD%) | -0.3190 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -490.11 | Fee: 9.32 | Vol: 25890.81
Realized PnL by Symbol
Details
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