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
321.97
Total PnL
-678.03 (-67.80%)
Total Trades (Win/Los)
22 (8/14)
Win Rate
36.36%
Max Drawdown
1496.83 (83.96%)
Total Fees
9.97
Position avg (max), %
103.07 (226.37)
Profit Factor
0.51
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% | -37.92% | -20.59% | 4.86% | 5.20% | -29.98% | 5.29% | 11.50% | 45.29% | -22.58% | -13.56% |
| 2025 | -16.43% | -21.52% | 17.08% | -13.85% | 4.71% | -16.89% | -8.47% | 19.38% | 4.24% | -8.78% | 23.12% | -17.22% | -39.04% |
| 2026 | -31.06% | 20.13% | -12.53% | 0.55% | -16.10% | 0.04% | — | — | — | — | — | — | -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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 321.97 |
| Min balance | 285.86 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.83 |
| Average monthly return (arithmetic), % | -1.55 |
| Best month, % | 60.56 |
| Worst month, % | -37.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -678.03 |
| Total PnL, % | -67.80 |
| Gross profit | 676.21 |
| Gross loss | 1321.31 |
| Trading volume (USDT) | 27693.46 |
| Total transactions (buy/sell) | 23 |
| Total fees | 9.97 |
| Funding net | -22.96 |
| Funding accrued (received) | 28.77 |
| Funding paid | 51.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 8 |
| Los Trades | 14 |
| Win Rate, % | 36.36 |
| Expectancy per trade | -29.3228 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 103.07 |
| Position max, % of margin balance | 226.37 |
| Max Drawdown | 1496.83 |
| Max Drawdown, % | 83.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5118 |
| Recovery Factor (Total PnL / Max DD) | -0.4530 |
| Sharpe ratio (monthly) | -0.2452 |
| Sortino ratio (monthly) | -0.3636 |
| CAGR, % | -37.46 |
| Calmar ratio (CAGR / Max DD%) | -0.4461 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -645.10 | Fee: 9.97 | Vol: 27693.46
Realized PnL by Symbol
Details
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