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
173.98
Total PnL
-826.02 (-82.60%)
Total Trades (Win/Los)
14 (4/10)
Win Rate
28.57%
Max Drawdown
1790.24 (92.90%)
Total Fees
4.75
Position avg (max), %
113.04 (384.08)
Profit Factor
0.29
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 | — | 15.63% | 60.69% | -37.96% | 30.62% | -32.24% | -24.26% | -43.89% | -23.42% | -10.80% | 69.12% | -29.60% | -64.74% |
| 2025 | -19.16% | -20.02% | 16.99% | -13.50% | -5.66% | 1.62% | -30.80% | 18.03% | 3.99% | -8.04% | 25.16% | 3.43% | -36.58% |
| 2026 | 7.06% | 7.19% | -16.47% | 0.63% | -19.33% | 0.04% | — | — | — | — | — | — | -22.15% |
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 | 173.98 |
| Min balance | 136.83 |
| Max balance | 1927.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.85 |
| Average monthly return (arithmetic), % | -2.58 |
| Best month, % | 69.12 |
| Worst month, % | -43.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -826.02 |
| Total PnL, % | -82.60 |
| Gross profit | 323.60 |
| Gross loss | 1129.80 |
| Trading volume (USDT) | 13204.87 |
| Total transactions (buy/sell) | 15 |
| Total fees | 4.75 |
| Funding net | -15.08 |
| Funding accrued (received) | 22.83 |
| Funding paid | 37.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 4 |
| Los Trades | 10 |
| Win Rate, % | 28.57 |
| Expectancy per trade | -57.5851 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 113.04 |
| Position max, % of margin balance | 384.08 |
| Max Drawdown | 1790.24 |
| Max Drawdown, % | 92.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2864 |
| Recovery Factor (Total PnL / Max DD) | -0.4614 |
| Sharpe ratio (monthly) | -0.3409 |
| Sortino ratio (monthly) | -0.5033 |
| CAGR, % | -51.53 |
| Calmar ratio (CAGR / Max DD%) | -0.5547 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -806.19 | Fee: 4.75 | Vol: 13204.87
Realized PnL by Symbol
Details
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