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
456.82
Total PnL
-543.18 (-54.32%)
Total Trades (Win/Los)
84 (17/67)
Win Rate
20.24%
Max Drawdown
795.94 (69.32%)
Total Fees
39.26
Position avg (max), %
92.04 (152.11)
Profit Factor
0.73
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 | -30.90% | 30.92% | -19.89% | -15.71% | -4.71% | 8.65% | -1.88% | -37.05% | 12.44% | 4.89% | 41.47% | 10.18% | -28.18% |
| 2025 | 8.72% | 8.86% | -12.80% | 3.79% | 16.73% | 0.98% | -10.90% | -0.16% | -4.69% | -18.99% | 27.92% | -17.89% | -8.92% |
| 2026 | -10.73% | 4.11% | -14.07% | -3.90% | -8.99% | 0.04% | — | — | — | — | — | — | -30.12% |
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 | 456.82 |
| Min balance | 352.30 |
| Max balance | 1148.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.58 |
| Average monthly return (arithmetic), % | -1.12 |
| Best month, % | 41.47 |
| Worst month, % | -37.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -543.18 |
| Total PnL, % | -54.32 |
| Gross profit | 1365.91 |
| Gross loss | 1863.83 |
| Trading volume (USDT) | 109081.37 |
| Total transactions (buy/sell) | 86 |
| Total fees | 39.26 |
| Funding net | -6.00 |
| Funding accrued (received) | 32.57 |
| Funding paid | 38.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 17 |
| Los Trades | 67 |
| Win Rate, % | 20.24 |
| Expectancy per trade | -5.9276 |
| Max consecutive wins | 2 |
| Max consecutive losses | 17 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.04 |
| Position max, % of margin balance | 152.11 |
| Max Drawdown | 795.94 |
| Max Drawdown, % | 69.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7329 |
| Recovery Factor (Total PnL / Max DD) | -0.6824 |
| Sharpe ratio (monthly) | -0.2283 |
| Sortino ratio (monthly) | -0.3202 |
| CAGR, % | -27.71 |
| Calmar ratio (CAGR / Max DD%) | -0.3997 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -497.92 | Fee: 39.26 | Vol: 109081.37
Realized PnL by Symbol
Details
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