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
368.62
Total PnL
-631.38 (-63.14%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
1803.16 (89.19%)
Total Fees
4.86
Position avg (max), %
106.84 (408.29)
Profit Factor
0.44
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 | -6.72% | 29.62% | 61.19% | -38.16% | 30.87% | -21.24% | -18.82% | -29.06% | -17.91% | -20.38% | 17.89% | -35.87% | -64.65% |
| 2025 | 46.91% | -41.82% | 15.22% | -12.28% | -5.08% | 1.44% | -17.38% | 17.03% | 3.80% | -7.68% | 23.93% | 3.29% | -1.33% |
| 2026 | 6.78% | 6.93% | 0.45% | 0.14% | -7.97% | 0.04% | — | — | — | — | — | — | 5.74% |
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 | 368.62 |
| Min balance | 218.62 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.27 |
| Average monthly return (arithmetic), % | -0.49 |
| Best month, % | 61.19 |
| Worst month, % | -41.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -631.38 |
| Total PnL, % | -63.14 |
| Gross profit | 472.86 |
| Gross loss | 1082.39 |
| Trading volume (USDT) | 13513.45 |
| Total transactions (buy/sell) | 11 |
| Total fees | 4.86 |
| Funding net | -16.99 |
| Funding accrued (received) | 28.97 |
| Funding paid | 45.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -60.9530 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 106.84 |
| Position max, % of margin balance | 408.29 |
| Max Drawdown | 1803.16 |
| Max Drawdown, % | 89.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4369 |
| Recovery Factor (Total PnL / Max DD) | -0.3502 |
| Sharpe ratio (monthly) | -0.0722 |
| Sortino ratio (monthly) | -0.1080 |
| CAGR, % | -33.85 |
| Calmar ratio (CAGR / Max DD%) | -0.3796 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -609.53 | Fee: 4.86 | Vol: 13513.45
Realized PnL by Symbol
Details
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