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
264.29
Total PnL
-735.71 (-73.57%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
1417.80 (85.23%)
Total Fees
7.75
Position avg (max), %
105.92 (286.50)
Profit Factor
0.44
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% | -19.38% | -1.50% | 4.82% | -39.79% | -12.90% | 13.91% | 53.59% | -5.60% | -44.61% |
| 2025 | -5.25% | -16.82% | 16.09% | -13.16% | 4.83% | -17.07% | -23.76% | 21.76% | 4.67% | -9.72% | 24.29% | 3.33% | -22.18% |
| 2026 | -14.77% | 19.32% | -22.00% | 0.66% | -23.17% | 0.05% | — | — | — | — | — | — | -38.63% |
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 | 264.29 |
| Min balance | 245.77 |
| Max balance | 1663.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.34 |
| Average monthly return (arithmetic), % | -1.25 |
| Best month, % | 83.52 |
| Worst month, % | -51.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -735.71 |
| Total PnL, % | -73.57 |
| Gross profit | 557.16 |
| Gross loss | 1277.16 |
| Trading volume (USDT) | 21548.83 |
| Total transactions (buy/sell) | 22 |
| Total fees | 7.75 |
| Funding net | -7.95 |
| Funding accrued (received) | 27.09 |
| Funding paid | 35.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -34.2857 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 105.92 |
| Position max, % of margin balance | 286.50 |
| Max Drawdown | 1417.80 |
| Max Drawdown, % | 85.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4362 |
| Recovery Factor (Total PnL / Max DD) | -0.5189 |
| Sharpe ratio (monthly) | -0.1694 |
| Sortino ratio (monthly) | -0.2679 |
| CAGR, % | -42.37 |
| Calmar ratio (CAGR / Max DD%) | -0.4971 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -720.00 | Fee: 7.75 | Vol: 21548.83
Realized PnL by Symbol
Details
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