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
502.93
Total PnL
-497.07 (-49.71%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
1272.71 (73.74%)
Total Fees
14.15
Position avg (max), %
102.26 (288.32)
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 | -13.62% | 7.66% | 77.92% | -31.07% | -10.41% | 5.12% | 5.19% | -39.68% | 5.20% | 12.36% | 48.28% | -4.70% | 13.86% |
| 2025 | -5.34% | -16.41% | 16.39% | -13.37% | 4.76% | -9.94% | -7.43% | 18.43% | 4.07% | -8.33% | 23.64% | -17.34% | -19.53% |
| 2026 | -33.92% | 21.67% | -13.88% | 0.57% | -21.15% | 0.05% | — | — | — | — | — | — | -45.07% |
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 | 502.93 |
| Min balance | 453.19 |
| Max balance | 1725.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.26 |
| Average monthly return (arithmetic), % | 0.16 |
| Best month, % | 77.92 |
| Worst month, % | -39.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -497.07 |
| Total PnL, % | -49.71 |
| Gross profit | 1365.38 |
| Gross loss | 1837.21 |
| Trading volume (USDT) | 39310.26 |
| Total transactions (buy/sell) | 24 |
| Total fees | 14.15 |
| Funding net | -11.10 |
| Funding accrued (received) | 47.59 |
| Funding paid | 58.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -20.5141 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 102.26 |
| Position max, % of margin balance | 288.32 |
| Max Drawdown | 1272.71 |
| Max Drawdown, % | 73.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7432 |
| Recovery Factor (Total PnL / Max DD) | -0.3906 |
| Sharpe ratio (monthly) | 0.0237 |
| Sortino ratio (monthly) | 0.0400 |
| CAGR, % | -24.77 |
| Calmar ratio (CAGR / Max DD%) | -0.3359 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -471.82 | Fee: 14.15 | Vol: 39310.26
Realized PnL by Symbol
Details
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