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
313.74
Total PnL
-686.26 (-68.63%)
Total Trades (Win/Los)
22 (8/14)
Win Rate
36.36%
Max Drawdown
1498.60 (84.06%)
Total Fees
9.94
Position avg (max), %
103.33 (223.99)
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% | -38.43% | -20.76% | 4.91% | 5.07% | -29.75% | 5.39% | 11.58% | 45.57% | -22.67% | -14.03% |
| 2025 | -16.61% | -20.80% | 17.06% | -13.83% | 4.71% | -17.08% | -8.75% | 19.46% | 4.26% | -8.81% | 23.20% | -17.27% | -38.91% |
| 2026 | -31.16% | 20.22% | -12.58% | 0.56% | -17.87% | 0.05% | — | — | — | — | — | — | -40.22% |
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 | 313.74 |
| Min balance | 284.09 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.92 |
| Average monthly return (arithmetic), % | -1.61 |
| Best month, % | 60.56 |
| Worst month, % | -38.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -686.26 |
| Total PnL, % | -68.63 |
| Gross profit | 671.71 |
| Gross loss | 1325.09 |
| Trading volume (USDT) | 27615.25 |
| Total transactions (buy/sell) | 23 |
| Total fees | 9.94 |
| Funding net | -22.94 |
| Funding accrued (received) | 28.71 |
| Funding paid | 51.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 8 |
| Los Trades | 14 |
| Win Rate, % | 36.36 |
| Expectancy per trade | -29.6993 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 103.33 |
| Position max, % of margin balance | 223.99 |
| Max Drawdown | 1498.60 |
| Max Drawdown, % | 84.06 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5069 |
| Recovery Factor (Total PnL / Max DD) | -0.4579 |
| Sharpe ratio (monthly) | -0.2541 |
| Sortino ratio (monthly) | -0.3756 |
| CAGR, % | -38.12 |
| Calmar ratio (CAGR / Max DD%) | -0.4535 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -653.39 | Fee: 9.94 | Vol: 27615.25
Realized PnL by Symbol
Details
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