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
426.24
Total PnL
-573.76 (-57.38%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
964.99 (70.84%)
Total Fees
9.59
Position avg (max), %
109.81 (287.77)
Profit Factor
0.66
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% | -1.57% | 7.03% | -39.49% | -12.88% | 14.23% | 54.70% | -5.64% | -10.76% |
| 2025 | -5.43% | -16.74% | 16.20% | -13.24% | 4.84% | -17.22% | -24.20% | 22.50% | 4.80% | -9.96% | 25.22% | 3.43% | -21.81% |
| 2026 | -15.08% | 19.60% | -22.14% | 0.65% | -23.23% | 0.05% | — | — | — | — | — | — | -38.86% |
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 | 426.24 |
| Min balance | 397.20 |
| Max balance | 1362.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.80 |
| Average monthly return (arithmetic), % | 1.07 |
| Best month, % | 104.79 |
| Worst month, % | -51.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -573.76 |
| Total PnL, % | -57.38 |
| Gross profit | 1075.08 |
| Gross loss | 1621.58 |
| Trading volume (USDT) | 26651.10 |
| Total transactions (buy/sell) | 20 |
| Total fees | 9.59 |
| Funding net | -17.67 |
| Funding accrued (received) | 35.65 |
| Funding paid | 53.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -28.7631 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 109.81 |
| Position max, % of margin balance | 287.77 |
| Max Drawdown | 964.99 |
| Max Drawdown, % | 70.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6630 |
| Recovery Factor (Total PnL / Max DD) | -0.5946 |
| Sharpe ratio (monthly) | 0.1234 |
| Sortino ratio (monthly) | 0.2265 |
| CAGR, % | -29.75 |
| Calmar ratio (CAGR / Max DD%) | -0.4200 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -546.50 | Fee: 9.59 | Vol: 26651.10
Realized PnL by Symbol
Details
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