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
385.87
Total PnL
-614.13 (-61.41%)
Total Trades (Win/Los)
27 (10/17)
Win Rate
37.04%
Max Drawdown
1329.36 (78.70%)
Total Fees
16.99
Position avg (max), %
107.06 (287.04)
Profit Factor
0.74
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 | -18.66% | 7.77% | 83.54% | -17.73% | -6.99% | 5.42% | 5.03% | -39.19% | 5.32% | 12.46% | 48.65% | -5.01% | 38.64% |
| 2025 | -4.98% | -16.92% | 0.00% | -26.03% | 11.87% | -3.59% | 10.70% | -34.95% | -12.81% | 13.46% | 28.83% | -17.17% | -52.12% |
| 2026 | -34.16% | 7.82% | 2.58% | 0.54% | -20.57% | 0.05% | — | — | — | — | — | — | -41.82% |
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 | 385.87 |
| Min balance | 359.83 |
| Max balance | 1689.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.12 |
| Average monthly return (arithmetic), % | -0.49 |
| Best month, % | 83.54 |
| Worst month, % | -39.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -614.13 |
| Total PnL, % | -61.41 |
| Gross profit | 1688.55 |
| Gross loss | 2276.10 |
| Trading volume (USDT) | 47202.09 |
| Total transactions (buy/sell) | 28 |
| Total fees | 16.99 |
| Funding net | -9.60 |
| Funding accrued (received) | 51.45 |
| Funding paid | 61.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 10 |
| Los Trades | 17 |
| Win Rate, % | 37.04 |
| Expectancy per trade | -21.7611 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 107.06 |
| Position max, % of margin balance | 287.04 |
| Max Drawdown | 1329.36 |
| Max Drawdown, % | 78.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7419 |
| Recovery Factor (Total PnL / Max DD) | -0.4620 |
| Sharpe ratio (monthly) | -0.0703 |
| Sortino ratio (monthly) | -0.1150 |
| CAGR, % | -32.59 |
| Calmar ratio (CAGR / Max DD%) | -0.4141 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -587.55 | Fee: 16.99 | Vol: 47202.09
Realized PnL by Symbol
Details
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