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
206.71
Total PnL
-793.29 (-79.33%)
Total Trades (Win/Los)
25 (7/18)
Win Rate
28.00%
Max Drawdown
1470.88 (88.42%)
Total Fees
11.47
Position avg (max), %
108.05 (292.01)
Profit Factor
0.55
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% | -12.37% | 4.79% | 5.22% | -39.54% | 5.43% | 12.65% | 49.29% | -4.88% | -1.68% |
| 2025 | -5.29% | -16.83% | 16.26% | -13.28% | 4.81% | -17.17% | 3.77% | -41.56% | 5.26% | -10.75% | 29.55% | -18.22% | -58.39% |
| 2026 | -34.15% | 7.73% | -8.02% | 0.64% | -23.04% | 0.05% | — | — | — | — | — | — | -49.44% |
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 | 206.71 |
| Min balance | 192.69 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.12 |
| Average monthly return (arithmetic), % | -2.18 |
| Best month, % | 83.52 |
| Worst month, % | -41.56 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -793.29 |
| Total PnL, % | -79.33 |
| Gross profit | 959.63 |
| Gross loss | 1729.06 |
| Trading volume (USDT) | 31878.32 |
| Total transactions (buy/sell) | 26 |
| Total fees | 11.47 |
| Funding net | -12.39 |
| Funding accrued (received) | 35.32 |
| Funding paid | 47.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 7 |
| Los Trades | 18 |
| Win Rate, % | 28.00 |
| Expectancy per trade | -30.7774 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 108.05 |
| Position max, % of margin balance | 292.01 |
| Max Drawdown | 1470.88 |
| Max Drawdown, % | 88.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5550 |
| Recovery Factor (Total PnL / Max DD) | -0.5393 |
| Sharpe ratio (monthly) | -0.2991 |
| Sortino ratio (monthly) | -0.4551 |
| CAGR, % | -47.94 |
| Calmar ratio (CAGR / Max DD%) | -0.5422 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -769.44 | Fee: 11.47 | Vol: 31878.32
Realized PnL by Symbol
Details
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