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
516.20
Total PnL
-483.80 (-48.38%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
1591.97 (81.79%)
Total Fees
7.37
Position avg (max), %
99.55 (250.81)
Profit Factor
0.61
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% | -4.83% | 12.33% | -18.76% | -28.62% | -17.77% | 13.33% | 49.75% | -24.06% | -23.56% |
| 2025 | -14.27% | -21.06% | 16.85% | -13.40% | -5.62% | 1.61% | -21.32% | 17.46% | 3.89% | 4.31% | 20.54% | 2.90% | -18.42% |
| 2026 | 6.01% | 6.18% | -16.27% | 0.64% | -12.71% | 0.04% | — | — | — | — | — | — | -17.17% |
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 | 516.20 |
| Min balance | 354.39 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.25 |
| Average monthly return (arithmetic), % | -0.12 |
| Best month, % | 60.78 |
| Worst month, % | -37.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -483.80 |
| Total PnL, % | -48.38 |
| Gross profit | 738.95 |
| Gross loss | 1213.91 |
| Trading volume (USDT) | 20488.13 |
| Total transactions (buy/sell) | 15 |
| Total fees | 7.37 |
| Funding net | -1.47 |
| Funding accrued (received) | 41.22 |
| Funding paid | 42.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -33.9258 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.55 |
| Position max, % of margin balance | 250.81 |
| Max Drawdown | 1591.97 |
| Max Drawdown, % | 81.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6087 |
| Recovery Factor (Total PnL / Max DD) | -0.3039 |
| Sharpe ratio (monthly) | -0.0188 |
| Sortino ratio (monthly) | -0.0297 |
| CAGR, % | -23.95 |
| Calmar ratio (CAGR / Max DD%) | -0.2929 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -474.96 | Fee: 7.37 | Vol: 20488.13
Realized PnL by Symbol
Details
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