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
508.94
Total PnL
-491.06 (-49.11%)
Total Trades (Win/Los)
86 (8/78)
Win Rate
9.30%
Max Drawdown
1806.85 (83.46%)
Total Fees
47.23
Position avg (max), %
99.54 (247.32)
Profit Factor
0.80
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 | -0.27% | 29.71% | 61.33% | -38.21% | -9.13% | 10.62% | 20.69% | -42.24% | -11.84% | -6.23% | 43.85% | -22.08% | -16.27% |
| 2025 | 25.94% | 5.23% | 10.69% | 3.50% | 5.59% | -36.41% | -9.17% | 22.77% | 4.85% | -53.97% | 49.68% | 5.66% | -13.22% |
| 2026 | 11.40% | 11.16% | -13.64% | -18.98% | -19.14% | 0.04% | — | — | — | — | — | — | -29.91% |
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 | 508.94 |
| Min balance | 357.98 |
| Max balance | 2164.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.22 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 61.33 |
| Worst month, % | -53.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -491.06 |
| Total PnL, % | -49.11 |
| Gross profit | 1645.70 |
| Gross loss | 2047.02 |
| Trading volume (USDT) | 131219.86 |
| Total transactions (buy/sell) | 87 |
| Total fees | 47.23 |
| Funding net | -42.50 |
| Funding accrued (received) | 37.45 |
| Funding paid | 79.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 8 |
| Los Trades | 78 |
| Win Rate, % | 9.30 |
| Expectancy per trade | -4.6665 |
| Max consecutive wins | 2 |
| Max consecutive losses | 42 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.54 |
| Position max, % of margin balance | 247.32 |
| Max Drawdown | 1806.85 |
| Max Drawdown, % | 83.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8039 |
| Recovery Factor (Total PnL / Max DD) | -0.2718 |
| Sharpe ratio (monthly) | 0.1832 |
| Sortino ratio (monthly) | 0.2726 |
| CAGR, % | -24.40 |
| Calmar ratio (CAGR / Max DD%) | -0.2923 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -401.32 | Fee: 47.23 | Vol: 131219.86
Realized PnL by Symbol
Details
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