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
393.28
Total PnL
-606.72 (-60.67%)
Total Trades (Win/Los)
30 (6/24)
Win Rate
20.00%
Max Drawdown
1901.58 (88.36%)
Total Fees
14.00
Position avg (max), %
87.38 (185.34)
Profit Factor
0.64
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 | -0.43% | 29.47% | 60.95% | -38.06% | 30.74% | -17.41% | 0.96% | -52.55% | -2.28% | -5.55% | 41.16% | -21.12% | -31.68% |
| 2025 | -7.41% | -25.09% | 11.24% | -9.39% | -3.76% | -40.34% | 14.61% | 21.07% | 4.55% | -9.61% | 22.67% | 3.15% | -33.40% |
| 2026 | 6.50% | 6.66% | 0.44% | -13.78% | -12.10% | 0.04% | — | — | — | — | — | — | -13.50% |
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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 393.28 |
| Min balance | 250.46 |
| Max balance | 2152.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.06 |
| Average monthly return (arithmetic), % | -0.16 |
| Best month, % | 60.95 |
| Worst month, % | -52.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -606.72 |
| Total PnL, % | -60.67 |
| Gross profit | 980.94 |
| Gross loss | 1538.34 |
| Trading volume (USDT) | 38889.81 |
| Total transactions (buy/sell) | 31 |
| Total fees | 14.00 |
| Funding net | -35.32 |
| Funding accrued (received) | 21.03 |
| Funding paid | 56.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 6 |
| Los Trades | 24 |
| Win Rate, % | 20.00 |
| Expectancy per trade | -18.5799 |
| Max consecutive wins | 2 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.38 |
| Position max, % of margin balance | 185.34 |
| Max Drawdown | 1901.58 |
| Max Drawdown, % | 88.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6377 |
| Recovery Factor (Total PnL / Max DD) | -0.3191 |
| Sharpe ratio (monthly) | -0.0231 |
| Sortino ratio (monthly) | -0.0335 |
| CAGR, % | -32.05 |
| Calmar ratio (CAGR / Max DD%) | -0.3628 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -557.40 | Fee: 14.00 | Vol: 38889.81
Realized PnL by Symbol
Details
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