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
491.81
Total PnL
-508.19 (-50.82%)
Total Trades (Win/Los)
35 (6/29)
Win Rate
17.14%
Max Drawdown
1488.82 (82.51%)
Total Fees
12.65
Position avg (max), %
89.74 (239.99)
Profit Factor
0.62
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 | — | 1.69% | 70.51% | -41.56% | 35.59% | -23.08% | -15.64% | -28.48% | -33.31% | 14.62% | 56.01% | -26.00% | -43.73% |
| 2025 | 12.24% | -36.19% | 12.62% | -10.41% | -4.22% | 1.19% | -12.47% | 14.40% | 3.29% | -2.99% | 20.62% | 2.91% | -12.77% |
| 2026 | 6.03% | 6.20% | 0.41% | 0.12% | -11.45% | 0.04% | — | — | — | — | — | — | 0.27% |
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 | 491.81 |
| Min balance | 315.64 |
| Max balance | 1804.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.42 |
| Average monthly return (arithmetic), % | 0.44 |
| Best month, % | 70.51 |
| Worst month, % | -41.56 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -508.19 |
| Total PnL, % | -50.82 |
| Gross profit | 764.99 |
| Gross loss | 1238.98 |
| Trading volume (USDT) | 35154.03 |
| Total transactions (buy/sell) | 36 |
| Total fees | 12.65 |
| Funding net | -21.55 |
| Funding accrued (received) | 24.01 |
| Funding paid | 45.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 6 |
| Los Trades | 29 |
| Win Rate, % | 17.14 |
| Expectancy per trade | -13.5425 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.74 |
| Position max, % of margin balance | 239.99 |
| Max Drawdown | 1488.82 |
| Max Drawdown, % | 82.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6174 |
| Recovery Factor (Total PnL / Max DD) | -0.3413 |
| Sharpe ratio (monthly) | 0.0617 |
| Sortino ratio (monthly) | 0.0987 |
| CAGR, % | -25.46 |
| Calmar ratio (CAGR / Max DD%) | -0.3086 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -473.99 | Fee: 12.65 | Vol: 35154.03
Realized PnL by Symbol
Details
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