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
545.54
Total PnL
-454.46 (-45.45%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1615.85 (83.02%)
Total Fees
7.14
Position avg (max), %
97.28 (243.79)
Profit Factor
0.62
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 | — | 16.72% | 60.78% | -37.99% | 30.66% | -32.18% | 5.78% | -35.18% | -17.42% | -6.16% | 59.79% | -27.10% | -36.18% |
| 2025 | -15.41% | -20.71% | 16.97% | -13.77% | 4.73% | -1.22% | 9.34% | 14.12% | 3.23% | -0.99% | 19.08% | 2.73% | 9.19% |
| 2026 | 5.66% | 5.84% | -16.62% | 0.64% | -16.56% | 0.04% | — | — | — | — | — | — | -21.66% |
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 | 545.54 |
| Min balance | 330.51 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.07 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 60.78 |
| Worst month, % | -37.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -454.46 |
| Total PnL, % | -45.45 |
| Gross profit | 702.59 |
| Gross loss | 1124.65 |
| Trading volume (USDT) | 19858.18 |
| Total transactions (buy/sell) | 15 |
| Total fees | 7.14 |
| Funding net | -25.26 |
| Funding accrued (received) | 29.19 |
| Funding paid | 54.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -30.1471 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 97.28 |
| Position max, % of margin balance | 243.79 |
| Max Drawdown | 1615.85 |
| Max Drawdown, % | 83.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6247 |
| Recovery Factor (Total PnL / Max DD) | -0.2813 |
| Sharpe ratio (monthly) | 0.0759 |
| Sortino ratio (monthly) | 0.1210 |
| CAGR, % | -22.19 |
| Calmar ratio (CAGR / Max DD%) | -0.2673 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -422.06 | Fee: 7.14 | Vol: 19858.18
Realized PnL by Symbol
Details
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