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
389.14
Total PnL
-610.86 (-61.09%)
Total Trades (Win/Los)
20 (7/13)
Win Rate
35.00%
Max Drawdown
1446.56 (79.96%)
Total Fees
11.24
Position avg (max), %
105.30 (298.13)
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 | — | 5.69% | 60.63% | -37.94% | 30.58% | 3.20% | 6.43% | -39.89% | 5.23% | 12.52% | 48.85% | -23.77% | 22.05% |
| 2025 | -22.92% | -22.78% | 17.33% | -14.02% | 4.79% | -17.19% | -8.66% | 19.95% | 4.35% | -9.04% | 23.01% | -17.30% | -44.88% |
| 2026 | -30.86% | 20.34% | -12.75% | 0.54% | -20.73% | 0.05% | — | — | — | — | — | — | -42.11% |
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 | 389.14 |
| Min balance | 362.61 |
| Max balance | 1809.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.20 |
| Average monthly return (arithmetic), % | -0.49 |
| Best month, % | 60.63 |
| Worst month, % | -39.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -610.86 |
| Total PnL, % | -61.09 |
| Gross profit | 1105.74 |
| Gross loss | 1672.62 |
| Trading volume (USDT) | 31243.60 |
| Total transactions (buy/sell) | 21 |
| Total fees | 11.24 |
| Funding net | -32.73 |
| Funding accrued (received) | 35.79 |
| Funding paid | 68.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 7 |
| Los Trades | 13 |
| Win Rate, % | 35.00 |
| Expectancy per trade | -28.3440 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 105.30 |
| Position max, % of margin balance | 298.13 |
| Max Drawdown | 1446.56 |
| Max Drawdown, % | 79.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6611 |
| Recovery Factor (Total PnL / Max DD) | -0.4223 |
| Sharpe ratio (monthly) | -0.0728 |
| Sortino ratio (monthly) | -0.1093 |
| CAGR, % | -32.35 |
| Calmar ratio (CAGR / Max DD%) | -0.4046 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -566.88 | Fee: 11.24 | Vol: 31243.60
Realized PnL by Symbol
Details
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