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
347.79
Total PnL
-652.21 (-65.22%)
Total Trades (Win/Los)
20 (7/13)
Win Rate
35.00%
Max Drawdown
1485.40 (82.10%)
Total Fees
11.03
Position avg (max), %
105.97 (298.13)
Profit Factor
0.64
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 | -24.29% | -22.72% | 17.29% | -13.99% | 4.76% | -17.11% | -8.64% | 19.79% | 4.32% | -8.94% | 23.40% | -19.48% | -47.06% |
| 2026 | -34.60% | 21.37% | -14.26% | 0.56% | -21.33% | 0.05% | — | — | — | — | — | — | -46.13% |
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 | 347.79 |
| Min balance | 323.76 |
| Max balance | 1809.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.57 |
| Average monthly return (arithmetic), % | -0.77 |
| Best month, % | 60.63 |
| Worst month, % | -39.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -652.21 |
| Total PnL, % | -65.22 |
| Gross profit | 1079.93 |
| Gross loss | 1688.49 |
| Trading volume (USDT) | 30661.45 |
| Total transactions (buy/sell) | 21 |
| Total fees | 11.03 |
| Funding net | -32.61 |
| Funding accrued (received) | 35.30 |
| Funding paid | 67.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 7 |
| Los Trades | 13 |
| Win Rate, % | 35.00 |
| Expectancy per trade | -30.4280 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 105.97 |
| Position max, % of margin balance | 298.13 |
| Max Drawdown | 1485.40 |
| Max Drawdown, % | 82.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6396 |
| Recovery Factor (Total PnL / Max DD) | -0.4391 |
| Sharpe ratio (monthly) | -0.1114 |
| Sortino ratio (monthly) | -0.1646 |
| CAGR, % | -35.43 |
| Calmar ratio (CAGR / Max DD%) | -0.4315 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -608.56 | Fee: 11.03 | Vol: 30661.45
Realized PnL by Symbol
Details
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