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
140.41
Total PnL
-859.59 (-85.96%)
Total Trades (Win/Los)
16 (5/11)
Win Rate
31.25%
Max Drawdown
1846.90 (94.89%)
Total Fees
5.08
Position avg (max), %
106.17 (306.41)
Profit Factor
0.33
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% | -28.59% | -27.27% | -34.94% | -37.53% | -38.06% | 15.33% | 58.36% | -26.69% | -79.64% |
| 2025 | -11.74% | -20.74% | 17.00% | -13.50% | -5.66% | 1.62% | -20.99% | 15.16% | 3.44% | 4.42% | 20.00% | 2.84% | -17.68% |
| 2026 | 5.88% | 6.06% | -15.87% | 0.63% | -11.88% | 0.04% | — | — | — | — | — | — | -16.19% |
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 | 140.41 |
| Min balance | 99.46 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -6.54 |
| Average monthly return (arithmetic), % | -3.56 |
| Best month, % | 60.78 |
| Worst month, % | -38.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -859.59 |
| Total PnL, % | -85.96 |
| Gross profit | 411.32 |
| Gross loss | 1251.00 |
| Trading volume (USDT) | 14116.84 |
| Total transactions (buy/sell) | 17 |
| Total fees | 5.08 |
| Funding net | -14.83 |
| Funding accrued (received) | 14.64 |
| Funding paid | 29.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 5 |
| Los Trades | 11 |
| Win Rate, % | 31.25 |
| Expectancy per trade | -52.4797 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 106.17 |
| Position max, % of margin balance | 306.41 |
| Max Drawdown | 1846.90 |
| Max Drawdown, % | 94.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3288 |
| Recovery Factor (Total PnL / Max DD) | -0.4654 |
| Sharpe ratio (monthly) | -0.4991 |
| Sortino ratio (monthly) | -0.6842 |
| CAGR, % | -55.65 |
| Calmar ratio (CAGR / Max DD%) | -0.5864 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -839.68 | Fee: 5.08 | Vol: 14116.84
Realized PnL by Symbol
Details
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