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
453.92
Total PnL
-546.08 (-54.61%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
1424.47 (80.91%)
Total Fees
7.91
Position avg (max), %
102.08 (298.13)
Profit Factor
0.63
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% | -19.97% | -8.15% | 68.48% | -29.44% | -20.62% |
| 2025 | -27.75% | -23.25% | 17.60% | -14.20% | 4.78% | -1.23% | 9.44% | 14.26% | 3.26% | -6.54% | 21.55% | 3.02% | -12.49% |
| 2026 | 6.25% | 6.41% | -10.92% | -13.22% | -25.21% | 0.05% | — | — | — | — | — | — | -34.60% |
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 | 453.92 |
| Min balance | 336.15 |
| Max balance | 1760.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.68 |
| Average monthly return (arithmetic), % | 0.14 |
| Best month, % | 68.48 |
| Worst month, % | -39.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -546.08 |
| Total PnL, % | -54.61 |
| Gross profit | 872.04 |
| Gross loss | 1391.48 |
| Trading volume (USDT) | 21990.26 |
| Total transactions (buy/sell) | 15 |
| Total fees | 7.91 |
| Funding net | -18.74 |
| Funding accrued (received) | 35.49 |
| Funding paid | 54.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -37.1027 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 102.08 |
| Position max, % of margin balance | 298.13 |
| Max Drawdown | 1424.47 |
| Max Drawdown, % | 80.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6267 |
| Recovery Factor (Total PnL / Max DD) | -0.3834 |
| Sharpe ratio (monthly) | 0.0192 |
| Sortino ratio (monthly) | 0.0306 |
| CAGR, % | -27.90 |
| Calmar ratio (CAGR / Max DD%) | -0.3448 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -519.44 | Fee: 7.91 | Vol: 21990.26
Realized PnL by Symbol
Details
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