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
440.84
Total PnL
-559.16 (-55.92%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
951.70 (69.86%)
Total Fees
9.85
Position avg (max), %
109.52 (298.41)
Profit Factor
0.68
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% | -21.55% | 104.79% | -51.43% | 52.98% | 0.32% | 7.06% | -39.65% | -10.29% | 13.87% | 53.47% | -5.41% | -7.37% |
| 2025 | -5.51% | -16.41% | 16.21% | -13.25% | 4.76% | -17.08% | -24.10% | 22.12% | 4.74% | -9.81% | 25.18% | 3.43% | -21.58% |
| 2026 | -15.32% | 19.58% | -22.29% | 0.65% | -23.36% | 0.05% | — | — | — | — | — | — | -39.27% |
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 | 440.84 |
| Min balance | 397.79 |
| Max balance | 1362.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.69 |
| Average monthly return (arithmetic), % | 1.15 |
| Best month, % | 104.79 |
| Worst month, % | -51.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -559.16 |
| Total PnL, % | -55.92 |
| Gross profit | 1121.48 |
| Gross loss | 1653.47 |
| Trading volume (USDT) | 27388.20 |
| Total transactions (buy/sell) | 20 |
| Total fees | 9.85 |
| Funding net | -17.31 |
| Funding accrued (received) | 36.85 |
| Funding paid | 54.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -27.9999 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 109.52 |
| Position max, % of margin balance | 298.41 |
| Max Drawdown | 951.70 |
| Max Drawdown, % | 69.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6783 |
| Recovery Factor (Total PnL / Max DD) | -0.5875 |
| Sharpe ratio (monthly) | 0.1338 |
| Sortino ratio (monthly) | 0.2453 |
| CAGR, % | -28.77 |
| Calmar ratio (CAGR / Max DD%) | -0.4117 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -532.00 | Fee: 9.85 | Vol: 27388.20
Realized PnL by Symbol
Details
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