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
607.54
Total PnL
-392.46 (-39.25%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
1390.88 (78.02%)
Total Fees
8.44
Position avg (max), %
100.20 (296.31)
Profit Factor
0.73
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% | -37.91% | 30.55% | 3.13% | 6.47% | -39.83% | -19.89% | -8.08% | 68.47% | -29.44% | -19.43% |
| 2025 | -18.92% | -22.11% | 17.13% | -13.88% | 4.77% | -1.23% | 9.43% | 14.24% | 3.26% | -6.55% | 21.20% | 2.98% | -0.74% |
| 2026 | 6.17% | 6.33% | -16.79% | 0.65% | -19.62% | 0.05% | — | — | — | — | — | — | -23.97% |
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 | 607.54 |
| Min balance | 391.81 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.70 |
| Average monthly return (arithmetic), % | 0.97 |
| Best month, % | 68.47 |
| Worst month, % | -39.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -392.46 |
| Total PnL, % | -39.25 |
| Gross profit | 988.54 |
| Gross loss | 1352.30 |
| Trading volume (USDT) | 23462.85 |
| Total transactions (buy/sell) | 15 |
| Total fees | 8.44 |
| Funding net | -20.26 |
| Funding accrued (received) | 37.94 |
| Funding paid | 58.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -25.9829 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 100.20 |
| Position max, % of margin balance | 296.31 |
| Max Drawdown | 1390.88 |
| Max Drawdown, % | 78.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7310 |
| Recovery Factor (Total PnL / Max DD) | -0.2822 |
| Sharpe ratio (monthly) | 0.1406 |
| Sortino ratio (monthly) | 0.2321 |
| CAGR, % | -18.65 |
| Calmar ratio (CAGR / Max DD%) | -0.2390 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -363.76 | Fee: 8.44 | Vol: 23462.85
Realized PnL by Symbol
Details
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