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
195.02
Total PnL
-804.98 (-80.50%)
Total Trades (Win/Los)
16 (6/10)
Win Rate
37.50%
Max Drawdown
1840.86 (94.58%)
Total Fees
5.29
Position avg (max), %
101.40 (296.85)
Profit Factor
0.36
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 | — | 16.72% | 60.78% | -37.99% | -28.15% | -27.10% | -34.65% | -37.05% | -37.28% | 14.83% | 56.69% | -26.21% | -79.12% |
| 2025 | -11.45% | -7.73% | 12.77% | -10.52% | -4.27% | 1.20% | -14.82% | 15.54% | 3.52% | 6.66% | 20.99% | 2.96% | 8.12% |
| 2026 | 6.12% | 6.28% | -13.71% | 0.62% | -11.75% | 0.04% | — | — | — | — | — | — | -13.55% |
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 | 195.02 |
| Min balance | 105.50 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.48 |
| Average monthly return (arithmetic), % | -2.65 |
| Best month, % | 60.78 |
| Worst month, % | -37.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -804.98 |
| Total PnL, % | -80.50 |
| Gross profit | 447.32 |
| Gross loss | 1232.86 |
| Trading volume (USDT) | 14701.10 |
| Total transactions (buy/sell) | 17 |
| Total fees | 5.29 |
| Funding net | -14.14 |
| Funding accrued (received) | 15.66 |
| Funding paid | 29.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 6 |
| Los Trades | 10 |
| Win Rate, % | 37.50 |
| Expectancy per trade | -49.0966 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 101.40 |
| Position max, % of margin balance | 296.85 |
| Max Drawdown | 1840.86 |
| Max Drawdown, % | 94.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3628 |
| Recovery Factor (Total PnL / Max DD) | -0.4373 |
| Sharpe ratio (monthly) | -0.3834 |
| Sortino ratio (monthly) | -0.5375 |
| CAGR, % | -49.18 |
| Calmar ratio (CAGR / Max DD%) | -0.5200 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -785.55 | Fee: 5.29 | Vol: 14701.10
Realized PnL by Symbol
Details
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