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
204.02
Total PnL
-795.98 (-79.60%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1607.18 (91.29%)
Total Fees
4.71
Position avg (max), %
107.19 (354.98)
Profit Factor
0.24
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% | -12.08% | -30.22% | -48.76% | -22.32% | -10.07% | 72.29% | -30.39% | -63.77% |
| 2025 | -28.22% | -23.51% | 17.04% | -13.81% | 4.48% | -1.16% | 8.86% | 13.45% | 3.10% | -6.11% | 21.93% | 3.07% | -14.07% |
| 2026 | 6.33% | 6.50% | -10.94% | -13.22% | -25.11% | 0.05% | — | — | — | — | — | — | -34.42% |
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 | 204.02 |
| Min balance | 153.43 |
| Max balance | 1760.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.33 |
| Average monthly return (arithmetic), % | -2.06 |
| Best month, % | 72.29 |
| Worst month, % | -48.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -795.98 |
| Total PnL, % | -79.60 |
| Gross profit | 239.85 |
| Gross loss | 1007.79 |
| Trading volume (USDT) | 13086.47 |
| Total transactions (buy/sell) | 15 |
| Total fees | 4.71 |
| Funding net | -23.33 |
| Funding accrued (received) | 16.85 |
| Funding paid | 40.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -54.8527 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 107.19 |
| Position max, % of margin balance | 354.98 |
| Max Drawdown | 1607.18 |
| Max Drawdown, % | 91.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2380 |
| Recovery Factor (Total PnL / Max DD) | -0.4953 |
| Sharpe ratio (monthly) | -0.2737 |
| Sortino ratio (monthly) | -0.4081 |
| CAGR, % | -48.22 |
| Calmar ratio (CAGR / Max DD%) | -0.5283 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -767.94 | Fee: 4.71 | Vol: 13086.47
Realized PnL by Symbol
Details
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