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
275.68
Total PnL
-724.32 (-72.43%)
Total Trades (Win/Los)
25 (5/20)
Win Rate
20.00%
Max Drawdown
1621.74 (88.74%)
Total Fees
8.19
Position avg (max), %
100.60 (261.05)
Profit Factor
0.44
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 | — | 4.00% | 68.95% | -41.02% | -25.64% | -26.06% | -29.83% | -27.49% | -16.65% | 12.03% | 45.39% | -22.61% | -69.55% |
| 2025 | -8.28% | 9.92% | 11.04% | -9.24% | -3.70% | -11.36% | 8.85% | 13.44% | 3.10% | -9.31% | -12.45% | 6.59% | -6.55% |
| 2026 | 13.17% | 12.69% | -5.19% | 0.54% | -20.29% | 0.04% | — | — | — | — | — | — | -3.06% |
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 | 275.68 |
| Min balance | 205.75 |
| Max balance | 1827.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.34 |
| Average monthly return (arithmetic), % | -2.05 |
| Best month, % | 68.95 |
| Worst month, % | -41.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -724.32 |
| Total PnL, % | -72.43 |
| Gross profit | 558.90 |
| Gross loss | 1261.26 |
| Trading volume (USDT) | 22747.18 |
| Total transactions (buy/sell) | 26 |
| Total fees | 8.19 |
| Funding net | -13.78 |
| Funding accrued (received) | 20.19 |
| Funding paid | 33.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 5 |
| Los Trades | 20 |
| Win Rate, % | 20.00 |
| Expectancy per trade | -28.0943 |
| Max consecutive wins | 1 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 100.60 |
| Position max, % of margin balance | 261.05 |
| Max Drawdown | 1621.74 |
| Max Drawdown, % | 88.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4431 |
| Recovery Factor (Total PnL / Max DD) | -0.4466 |
| Sharpe ratio (monthly) | -0.3212 |
| Sortino ratio (monthly) | -0.4764 |
| CAGR, % | -41.35 |
| Calmar ratio (CAGR / Max DD%) | -0.4660 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -702.36 | Fee: 8.19 | Vol: 22747.18
Realized PnL by Symbol
Details
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