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
389.32
Total PnL
-610.68 (-61.07%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1650.45 (86.76%)
Total Fees
5.98
Position avg (max), %
99.46 (256.51)
Profit Factor
0.45
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 | — | 14.00% | 60.89% | -38.04% | 30.72% | -12.12% | -28.73% | -37.55% | -18.05% | -7.16% | 60.20% | -27.22% | -48.45% |
| 2025 | -19.62% | -21.15% | 17.05% | -13.82% | 4.71% | -1.21% | 9.30% | 14.07% | 3.22% | -6.47% | 21.19% | 2.98% | -0.66% |
| 2026 | 6.16% | 6.33% | -16.81% | 0.65% | -19.54% | 0.05% | — | — | — | — | — | — | -23.91% |
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 | 389.32 |
| Min balance | 251.92 |
| Max balance | 1902.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.20 |
| Average monthly return (arithmetic), % | -0.55 |
| Best month, % | 60.89 |
| Worst month, % | -38.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -610.68 |
| Total PnL, % | -61.07 |
| Gross profit | 467.35 |
| Gross loss | 1043.21 |
| Trading volume (USDT) | 16617.43 |
| Total transactions (buy/sell) | 15 |
| Total fees | 5.98 |
| Funding net | -28.83 |
| Funding accrued (received) | 21.94 |
| Funding paid | 50.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -41.1331 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.46 |
| Position max, % of margin balance | 256.51 |
| Max Drawdown | 1650.45 |
| Max Drawdown, % | 86.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4480 |
| Recovery Factor (Total PnL / Max DD) | -0.3700 |
| Sharpe ratio (monthly) | -0.0805 |
| Sortino ratio (monthly) | -0.1257 |
| CAGR, % | -32.34 |
| Calmar ratio (CAGR / Max DD%) | -0.3727 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -575.86 | Fee: 5.98 | Vol: 16617.43
Realized PnL by Symbol
Details
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