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
405.17
Total PnL
-594.83 (-59.48%)
Total Trades (Win/Los)
22 (9/13)
Win Rate
40.91%
Max Drawdown
1436.99 (80.61%)
Total Fees
10.57
Position avg (max), %
101.96 (220.61)
Profit Factor
0.58
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 | — | 7.06% | 60.56% | -37.26% | -20.32% | 4.92% | 5.04% | -29.59% | 5.37% | 11.50% | 45.29% | -22.58% | -11.86% |
| 2025 | -14.91% | -21.05% | 17.18% | -13.91% | 4.79% | -13.94% | -8.21% | 18.98% | 4.17% | -2.03% | 20.82% | -16.94% | -31.65% |
| 2026 | -27.86% | 19.30% | -12.23% | 0.55% | -11.42% | 0.04% | — | — | — | — | — | — | -32.69% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 405.17 |
| Min balance | 345.70 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.06 |
| Average monthly return (arithmetic), % | -0.92 |
| Best month, % | 60.56 |
| Worst month, % | -37.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -594.83 |
| Total PnL, % | -59.48 |
| Gross profit | 773.29 |
| Gross loss | 1334.61 |
| Trading volume (USDT) | 29372.34 |
| Total transactions (buy/sell) | 23 |
| Total fees | 10.57 |
| Funding net | -22.94 |
| Funding accrued (received) | 30.46 |
| Funding paid | 53.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 9 |
| Los Trades | 13 |
| Win Rate, % | 40.91 |
| Expectancy per trade | -25.5146 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 101.96 |
| Position max, % of margin balance | 220.61 |
| Max Drawdown | 1436.99 |
| Max Drawdown, % | 80.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5794 |
| Recovery Factor (Total PnL / Max DD) | -0.4139 |
| Sharpe ratio (monthly) | -0.1499 |
| Sortino ratio (monthly) | -0.2282 |
| CAGR, % | -31.21 |
| Calmar ratio (CAGR / Max DD%) | -0.3872 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -561.32 | Fee: 10.57 | Vol: 29372.34
Realized PnL by Symbol
Details
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