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
274.52
Total PnL
-725.48 (-72.55%)
Total Trades (Win/Los)
22 (8/14)
Win Rate
36.36%
Max Drawdown
1535.50 (86.13%)
Total Fees
9.23
Position avg (max), %
106.18 (295.57)
Profit Factor
0.47
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% | -39.26% | 5.35% | 12.61% | 49.17% | -23.87% | -24.35% |
| 2025 | -16.31% | -21.11% | 16.97% | -13.77% | 4.70% | -17.03% | -8.70% | 19.34% | 4.24% | -8.79% | 22.78% | -17.34% | -39.18% |
| 2026 | -31.42% | 20.45% | -12.69% | 0.56% | -17.70% | 0.05% | — | — | — | — | — | — | -40.29% |
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 | 274.52 |
| Min balance | 247.19 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.36 |
| Average monthly return (arithmetic), % | -1.84 |
| Best month, % | 60.56 |
| Worst month, % | -39.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -725.48 |
| Total PnL, % | -72.55 |
| Gross profit | 615.95 |
| Gross loss | 1310.32 |
| Trading volume (USDT) | 25659.86 |
| Total transactions (buy/sell) | 23 |
| Total fees | 9.23 |
| Funding net | -21.87 |
| Funding accrued (received) | 26.76 |
| Funding paid | 48.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 8 |
| Los Trades | 14 |
| Win Rate, % | 36.36 |
| Expectancy per trade | -31.5625 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 106.18 |
| Position max, % of margin balance | 295.57 |
| Max Drawdown | 1535.50 |
| Max Drawdown, % | 86.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4701 |
| Recovery Factor (Total PnL / Max DD) | -0.4725 |
| Sharpe ratio (monthly) | -0.2800 |
| Sortino ratio (monthly) | -0.4067 |
| CAGR, % | -41.45 |
| Calmar ratio (CAGR / Max DD%) | -0.4813 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -694.38 | Fee: 9.23 | Vol: 25659.86
Realized PnL by Symbol
Details
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