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
410.74
Total PnL
-589.26 (-58.93%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
1281.37 (77.03%)
Total Fees
12.31
Position avg (max), %
104.36 (292.01)
Profit Factor
0.67
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% | -12.92% | -7.79% | 18.90% | 4.15% | -8.55% | 23.37% | -17.42% | -22.89% |
| 2026 | -34.08% | 21.52% | -14.44% | 0.56% | -21.36% | 0.05% | — | — | — | — | — | — | -45.78% |
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 | 410.74 |
| Min balance | 382.20 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.92 |
| Average monthly return (arithmetic), % | -0.25 |
| Best month, % | 83.52 |
| Worst month, % | -39.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -589.26 |
| Total PnL, % | -58.93 |
| Gross profit | 1156.27 |
| Gross loss | 1723.10 |
| Trading volume (USDT) | 34210.32 |
| Total transactions (buy/sell) | 24 |
| Total fees | 12.31 |
| Funding net | -10.11 |
| Funding accrued (received) | 41.64 |
| Funding paid | 51.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -24.6450 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 104.36 |
| Position max, % of margin balance | 292.01 |
| Max Drawdown | 1281.37 |
| Max Drawdown, % | 77.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6710 |
| Recovery Factor (Total PnL / Max DD) | -0.4599 |
| Sharpe ratio (monthly) | -0.0350 |
| Sortino ratio (monthly) | -0.0582 |
| CAGR, % | -30.82 |
| Calmar ratio (CAGR / Max DD%) | -0.4001 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -566.83 | Fee: 12.31 | Vol: 34210.32
Realized PnL by Symbol
Details
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