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
284.48
Total PnL
-715.52 (-71.55%)
Total Trades (Win/Los)
14 (4/10)
Win Rate
28.57%
Max Drawdown
1724.94 (88.62%)
Total Fees
5.79
Position avg (max), %
107.45 (330.98)
Profit Factor
0.42
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% | 30.66% | -23.49% | -20.44% | -39.40% | -21.37% | -4.06% | 62.90% | -27.97% | -50.35% |
| 2025 | -17.25% | -21.33% | 17.23% | -13.66% | -5.74% | 1.64% | -21.58% | 16.84% | 3.77% | -1.15% | 22.14% | 3.09% | -25.30% |
| 2026 | 6.38% | 6.54% | -16.45% | 0.64% | -19.49% | 0.05% | — | — | — | — | — | — | -23.24% |
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 | 284.48 |
| Min balance | 221.42 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.24 |
| Average monthly return (arithmetic), % | -1.45 |
| Best month, % | 62.90 |
| Worst month, % | -39.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -715.52 |
| Total PnL, % | -71.55 |
| Gross profit | 508.60 |
| Gross loss | 1203.77 |
| Trading volume (USDT) | 16081.08 |
| Total transactions (buy/sell) | 15 |
| Total fees | 5.79 |
| Funding net | -14.57 |
| Funding accrued (received) | 28.27 |
| Funding paid | 42.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 4 |
| Los Trades | 10 |
| Win Rate, % | 28.57 |
| Expectancy per trade | -49.6550 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 107.45 |
| Position max, % of margin balance | 330.98 |
| Max Drawdown | 1724.94 |
| Max Drawdown, % | 88.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4225 |
| Recovery Factor (Total PnL / Max DD) | -0.4148 |
| Sharpe ratio (monthly) | -0.2054 |
| Sortino ratio (monthly) | -0.3160 |
| CAGR, % | -40.58 |
| Calmar ratio (CAGR / Max DD%) | -0.4579 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -695.17 | Fee: 5.79 | Vol: 16081.08
Realized PnL by Symbol
Details
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