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
509.91
Total PnL
-490.09 (-49.01%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1594.50 (82.74%)
Total Fees
7.19
Position avg (max), %
98.03 (242.67)
Profit Factor
0.60
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 | — | 15.63% | 60.69% | -37.96% | 30.62% | -12.09% | -14.75% | -34.58% | -17.36% | -6.13% | 59.60% | -27.05% | -33.34% |
| 2025 | -17.75% | -21.56% | 16.89% | -13.71% | 4.71% | -1.21% | 9.30% | 14.07% | 3.22% | -6.47% | 21.13% | 2.97% | 1.05% |
| 2026 | 6.15% | 6.32% | -16.90% | 0.65% | -19.78% | 0.05% | — | — | — | — | — | — | -24.25% |
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 | 509.91 |
| Min balance | 332.57 |
| Max balance | 1927.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.29 |
| Average monthly return (arithmetic), % | 0.16 |
| Best month, % | 60.69 |
| Worst month, % | -37.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -490.09 |
| Total PnL, % | -49.01 |
| Gross profit | 689.45 |
| Gross loss | 1142.24 |
| Trading volume (USDT) | 19981.07 |
| Total transactions (buy/sell) | 15 |
| Total fees | 7.19 |
| Funding net | -30.11 |
| Funding accrued (received) | 27.47 |
| Funding paid | 57.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -32.3423 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 98.03 |
| Position max, % of margin balance | 242.67 |
| Max Drawdown | 1594.50 |
| Max Drawdown, % | 82.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6036 |
| Recovery Factor (Total PnL / Max DD) | -0.3074 |
| Sharpe ratio (monthly) | 0.0243 |
| Sortino ratio (monthly) | 0.0395 |
| CAGR, % | -24.34 |
| Calmar ratio (CAGR / Max DD%) | -0.2942 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -452.79 | Fee: 7.19 | Vol: 19981.07
Realized PnL by Symbol
Details
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