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
263.27
Total PnL
-736.73 (-73.67%)
Total Trades (Win/Los)
20 (7/13)
Win Rate
35.00%
Max Drawdown
1563.92 (86.44%)
Total Fees
10.56
Position avg (max), %
108.27 (298.13)
Profit Factor
0.59
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% | -21.45% | 21.90% | 4.70% | -9.79% | 24.02% | -20.19% | -54.13% |
| 2026 | -35.70% | 22.10% | -22.49% | 0.66% | -23.22% | 0.05% | — | — | — | — | — | — | -52.94% |
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 | 263.27 |
| Min balance | 245.25 |
| Max balance | 1809.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.50 |
| Average monthly return (arithmetic), % | -1.52 |
| Best month, % | 60.63 |
| Worst month, % | -39.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -736.73 |
| Total PnL, % | -73.67 |
| Gross profit | 1009.84 |
| Gross loss | 1703.04 |
| Trading volume (USDT) | 29349.82 |
| Total transactions (buy/sell) | 21 |
| Total fees | 10.56 |
| Funding net | -32.96 |
| Funding accrued (received) | 33.96 |
| Funding paid | 66.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 7 |
| Los Trades | 13 |
| Win Rate, % | 35.00 |
| Expectancy per trade | -34.6602 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 108.27 |
| Position max, % of margin balance | 298.13 |
| Max Drawdown | 1563.92 |
| Max Drawdown, % | 86.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5930 |
| Recovery Factor (Total PnL / Max DD) | -0.4711 |
| Sharpe ratio (monthly) | -0.2133 |
| Sortino ratio (monthly) | -0.3071 |
| CAGR, % | -42.46 |
| Calmar ratio (CAGR / Max DD%) | -0.4912 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -693.20 | Fee: 10.56 | Vol: 29349.82
Realized PnL by Symbol
Details
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