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
269.80
Total PnL
-730.20 (-73.02%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1606.20 (90.10%)
Total Fees
4.96
Position avg (max), %
105.82 (358.84)
Profit Factor
0.30
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% | -29.78% | -49.20% | -22.47% | -10.26% | 71.82% | -30.28% | -63.57% |
| 2025 | -19.84% | -21.74% | 16.95% | -13.75% | 4.61% | -1.19% | 9.11% | 13.80% | 3.17% | -6.36% | 20.92% | 2.95% | -2.34% |
| 2026 | 6.10% | 6.27% | -16.85% | 0.65% | -19.60% | 0.04% | — | — | — | — | — | — | -24.10% |
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 | 269.80 |
| Min balance | 176.49 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.41 |
| Average monthly return (arithmetic), % | -1.27 |
| Best month, % | 71.82 |
| Worst month, % | -49.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -730.20 |
| Total PnL, % | -73.02 |
| Gross profit | 296.90 |
| Gross loss | 996.97 |
| Trading volume (USDT) | 13787.95 |
| Total transactions (buy/sell) | 15 |
| Total fees | 4.96 |
| Funding net | -25.17 |
| Funding accrued (received) | 17.95 |
| Funding paid | 43.12 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -50.0053 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 105.82 |
| Position max, % of margin balance | 358.84 |
| Max Drawdown | 1606.20 |
| Max Drawdown, % | 90.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2978 |
| Recovery Factor (Total PnL / Max DD) | -0.4546 |
| Sharpe ratio (monthly) | -0.1712 |
| Sortino ratio (monthly) | -0.2613 |
| CAGR, % | -41.87 |
| Calmar ratio (CAGR / Max DD%) | -0.4647 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -700.07 | Fee: 4.96 | Vol: 13787.95
Realized PnL by Symbol
Details
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