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
644.99
Total PnL
-355.01 (-35.50%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
1251.78 (69.19%)
Total Fees
11.12
Position avg (max), %
98.25 (298.13)
Profit Factor
0.81
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% | -1.23% | 9.46% | 14.29% | 3.27% | -6.56% | 21.37% | 3.00% | -6.22% |
| 2026 | -11.76% | 18.74% | -15.88% | -14.02% | -25.61% | 0.05% | — | — | — | — | — | — | -43.60% |
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 | 644.99 |
| Min balance | 557.38 |
| Max balance | 1809.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.50 |
| Average monthly return (arithmetic), % | 1.00 |
| Best month, % | 60.63 |
| Worst month, % | -39.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -355.01 |
| Total PnL, % | -35.50 |
| Gross profit | 1336.76 |
| Gross loss | 1647.16 |
| Trading volume (USDT) | 30896.25 |
| Total transactions (buy/sell) | 17 |
| Total fees | 11.12 |
| Funding net | -33.49 |
| Funding accrued (received) | 39.43 |
| Funding paid | 72.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | -19.4000 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 98.25 |
| Position max, % of margin balance | 298.13 |
| Max Drawdown | 1251.78 |
| Max Drawdown, % | 69.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8116 |
| Recovery Factor (Total PnL / Max DD) | -0.2836 |
| Sharpe ratio (monthly) | 0.1536 |
| Sortino ratio (monthly) | 0.2388 |
| CAGR, % | -16.61 |
| Calmar ratio (CAGR / Max DD%) | -0.2400 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -310.40 | Fee: 11.12 | Vol: 30896.25
Realized PnL by Symbol
Details
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