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
214.35
Total PnL
-785.65 (-78.57%)
Total Trades (Win/Los)
37 (6/31)
Win Rate
16.22%
Max Drawdown
1673.62 (92.75%)
Total Fees
8.58
Position avg (max), %
99.53 (283.74)
Profit Factor
0.40
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 | — | 1.69% | 70.51% | -41.56% | -26.22% | -26.90% | -32.40% | -34.74% | -32.53% | 14.33% | 55.04% | -25.71% | -78.58% |
| 2025 | -1.46% | -3.76% | 11.92% | -9.89% | -3.99% | 1.12% | -11.84% | 14.16% | 3.24% | -1.97% | 21.45% | 3.01% | 18.34% |
| 2026 | 6.22% | 6.39% | -6.99% | 0.56% | -19.99% | 0.04% | — | — | — | — | — | — | -15.39% |
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 | 214.35 |
| Min balance | 130.84 |
| Max balance | 1804.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.17 |
| Average monthly return (arithmetic), % | -2.42 |
| Best month, % | 70.51 |
| Worst month, % | -41.56 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -785.65 |
| Total PnL, % | -78.57 |
| Gross profit | 508.14 |
| Gross loss | 1272.01 |
| Trading volume (USDT) | 23843.97 |
| Total transactions (buy/sell) | 38 |
| Total fees | 8.58 |
| Funding net | -13.20 |
| Funding accrued (received) | 16.68 |
| Funding paid | 29.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 6 |
| Los Trades | 31 |
| Win Rate, % | 16.22 |
| Expectancy per trade | -20.6453 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.53 |
| Position max, % of margin balance | 283.74 |
| Max Drawdown | 1673.62 |
| Max Drawdown, % | 92.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3995 |
| Recovery Factor (Total PnL / Max DD) | -0.4694 |
| Sharpe ratio (monthly) | -0.3488 |
| Sortino ratio (monthly) | -0.5104 |
| CAGR, % | -47.15 |
| Calmar ratio (CAGR / Max DD%) | -0.5084 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -763.87 | Fee: 8.58 | Vol: 23843.97
Realized PnL by Symbol
Details
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