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
484.43
Total PnL
-515.57 (-51.56%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
1316.36 (79.13%)
Total Fees
10.44
Position avg (max), %
101.62 (282.24)
Profit Factor
0.66
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% | -41.88% | -14.67% | 2.62% | 5.01% | -39.06% | -9.73% | 13.95% | 53.74% | -5.48% | -22.49% |
| 2025 | -5.45% | -16.58% | 16.24% | -13.27% | 4.77% | -17.17% | 3.89% | 18.37% | 4.06% | -8.44% | 21.68% | 3.04% | 1.37% |
| 2026 | -14.59% | 19.87% | -22.11% | 0.65% | -23.16% | 0.05% | — | — | — | — | — | — | -38.29% |
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 | 484.43 |
| Min balance | 347.21 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.38 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 83.52 |
| Worst month, % | -41.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -515.57 |
| Total PnL, % | -51.56 |
| Gross profit | 978.76 |
| Gross loss | 1474.78 |
| Trading volume (USDT) | 29026.12 |
| Total transactions (buy/sell) | 22 |
| Total fees | 10.44 |
| Funding net | -9.10 |
| Funding accrued (received) | 36.66 |
| Funding paid | 45.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -23.6202 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 101.62 |
| Position max, % of margin balance | 282.24 |
| Max Drawdown | 1316.36 |
| Max Drawdown, % | 79.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6637 |
| Recovery Factor (Total PnL / Max DD) | -0.3917 |
| Sharpe ratio (monthly) | 0.0383 |
| Sortino ratio (monthly) | 0.0654 |
| CAGR, % | -25.93 |
| Calmar ratio (CAGR / Max DD%) | -0.3277 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -496.03 | Fee: 10.44 | Vol: 29026.12
Realized PnL by Symbol
Details
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