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
408.49
Total PnL
-591.51 (-59.15%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
1707.14 (87.71%)
Total Fees
4.71
Position avg (max), %
107.76 (479.53)
Profit Factor
0.45
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% | -21.29% | -19.39% | -49.37% | -26.58% | -6.18% | 79.12% | -31.99% | -59.02% |
| 2025 | 39.46% | -37.60% | 11.54% | -9.62% | -3.86% | 1.08% | -23.63% | 17.58% | 3.91% | -7.83% | 25.32% | 3.44% | -4.94% |
| 2026 | 7.09% | 7.22% | 0.47% | 0.14% | -9.19% | 0.04% | — | — | — | — | — | — | 4.95% |
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 | 408.49 |
| Min balance | 239.22 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.04 |
| Average monthly return (arithmetic), % | 0.69 |
| Best month, % | 79.12 |
| Worst month, % | -49.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -591.51 |
| Total PnL, % | -59.15 |
| Gross profit | 461.20 |
| Gross loss | 1029.28 |
| Trading volume (USDT) | 13083.08 |
| Total transactions (buy/sell) | 11 |
| Total fees | 4.71 |
| Funding net | -18.72 |
| Funding accrued (received) | 26.31 |
| Funding paid | 45.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -56.8083 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 107.76 |
| Position max, % of margin balance | 479.53 |
| Max Drawdown | 1707.14 |
| Max Drawdown, % | 87.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4481 |
| Recovery Factor (Total PnL / Max DD) | -0.3465 |
| Sharpe ratio (monthly) | 0.0857 |
| Sortino ratio (monthly) | 0.1382 |
| CAGR, % | -30.98 |
| Calmar ratio (CAGR / Max DD%) | -0.3532 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -568.08 | Fee: 4.71 | Vol: 13083.08
Realized PnL by Symbol
Details
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