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
205.86
Total PnL
-794.14 (-79.41%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1627.32 (91.28%)
Total Fees
4.75
Position avg (max), %
106.80 (358.84)
Profit Factor
0.25
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 | -28.07% | -23.33% | 16.87% | -13.70% | 4.43% | -1.15% | 8.78% | 13.34% | 3.08% | -6.07% | 21.76% | 3.05% | -13.99% |
| 2026 | 6.30% | 6.46% | -10.88% | -13.14% | -24.97% | 0.05% | — | — | — | — | — | — | -34.24% |
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 | 205.86 |
| Min balance | 155.37 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.30 |
| Average monthly return (arithmetic), % | -2.04 |
| Best month, % | 71.82 |
| Worst month, % | -49.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -794.14 |
| Total PnL, % | -79.41 |
| Gross profit | 254.90 |
| Gross loss | 1018.98 |
| Trading volume (USDT) | 13195.41 |
| Total transactions (buy/sell) | 15 |
| Total fees | 4.75 |
| Funding net | -25.31 |
| Funding accrued (received) | 17.01 |
| Funding paid | 42.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -54.5772 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 106.80 |
| Position max, % of margin balance | 358.84 |
| Max Drawdown | 1627.32 |
| Max Drawdown, % | 91.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2502 |
| Recovery Factor (Total PnL / Max DD) | -0.4880 |
| Sharpe ratio (monthly) | -0.2711 |
| Sortino ratio (monthly) | -0.4036 |
| CAGR, % | -48.03 |
| Calmar ratio (CAGR / Max DD%) | -0.5262 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -764.08 | Fee: 4.75 | Vol: 13195.41
Realized PnL by Symbol
Details
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