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
338.52
Total PnL
-661.48 (-66.15%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
1410.45 (84.78%)
Total Fees
8.13
Position avg (max), %
103.51 (290.37)
Profit Factor
0.50
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% | -20.28% | -1.51% | 4.61% | -39.51% | -13.01% | 14.05% | 54.08% | -7.80% | -46.21% |
| 2025 | -5.56% | -16.52% | 15.99% | -13.09% | 4.78% | -16.95% | 3.79% | 17.87% | 3.96% | -8.15% | 22.51% | 3.13% | 2.07% |
| 2026 | -14.68% | 19.74% | -21.94% | 0.66% | -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 | 338.52 |
| Min balance | 253.12 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.54 |
| Average monthly return (arithmetic), % | -0.57 |
| Best month, % | 83.52 |
| Worst month, % | -51.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -661.48 |
| Total PnL, % | -66.15 |
| Gross profit | 633.02 |
| Gross loss | 1278.46 |
| Trading volume (USDT) | 22598.62 |
| Total transactions (buy/sell) | 22 |
| Total fees | 8.13 |
| Funding net | -7.91 |
| Funding accrued (received) | 28.29 |
| Funding paid | 36.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -30.7351 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 103.51 |
| Position max, % of margin balance | 290.37 |
| Max Drawdown | 1410.45 |
| Max Drawdown, % | 84.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4951 |
| Recovery Factor (Total PnL / Max DD) | -0.4690 |
| Sharpe ratio (monthly) | -0.0779 |
| Sortino ratio (monthly) | -0.1256 |
| CAGR, % | -36.14 |
| Calmar ratio (CAGR / Max DD%) | -0.4263 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -645.44 | Fee: 8.13 | Vol: 22598.62
Realized PnL by Symbol
Details
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