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
209.06
Total PnL
-790.94 (-79.09%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1626.66 (91.25%)
Total Fees
4.78
Position avg (max), %
108.55 (365.98)
Profit Factor
0.26
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% | -12.07% | -29.91% | -48.87% | -22.75% | -10.34% | 74.04% | -30.81% | -63.37% |
| 2025 | -28.28% | -23.27% | 16.82% | -13.67% | 4.82% | -1.24% | 9.52% | 14.37% | 3.28% | -6.60% | 21.37% | 3.00% | -13.22% |
| 2026 | 6.21% | 6.37% | -10.74% | -13.13% | -24.89% | 0.05% | — | — | — | — | — | — | -34.17% |
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 | 209.06 |
| Min balance | 156.03 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.25 |
| Average monthly return (arithmetic), % | -1.95 |
| Best month, % | 74.04 |
| Worst month, % | -48.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -790.94 |
| Total PnL, % | -79.09 |
| Gross profit | 260.63 |
| Gross loss | 1021.06 |
| Trading volume (USDT) | 13280.54 |
| Total transactions (buy/sell) | 15 |
| Total fees | 4.78 |
| Funding net | -25.73 |
| Funding accrued (received) | 17.20 |
| Funding paid | 42.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -54.3165 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 108.55 |
| Position max, % of margin balance | 365.98 |
| Max Drawdown | 1626.66 |
| Max Drawdown, % | 91.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2553 |
| Recovery Factor (Total PnL / Max DD) | -0.4862 |
| Sharpe ratio (monthly) | -0.2561 |
| Sortino ratio (monthly) | -0.3845 |
| CAGR, % | -47.70 |
| Calmar ratio (CAGR / Max DD%) | -0.5227 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -760.43 | Fee: 4.78 | Vol: 13280.54
Realized PnL by Symbol
Details
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