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
231.90
Total PnL
-768.10 (-76.81%)
Total Trades (Win/Los)
168 (7/161)
Win Rate
4.17%
Max Drawdown
1865.19 (89.33%)
Total Fees
39.49
Position avg (max), %
92.31 (178.70)
Profit Factor
0.53
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 | -3.46% | 29.51% | 61.01% | -38.08% | -23.80% | -25.99% | 26.42% | -55.16% | -6.35% | -1.64% | 40.90% | -21.03% | -59.15% |
| 2025 | 25.11% | -20.53% | 11.33% | -9.46% | -3.79% | -2.84% | 8.72% | 13.26% | 3.06% | -9.21% | -12.60% | 6.25% | 0.25% |
| 2026 | 12.52% | 12.14% | -13.78% | -27.72% | -27.96% | 0.04% | — | — | — | — | — | — | -43.33% |
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 | 231.90 |
| Min balance | 222.86 |
| Max balance | 2088.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.75 |
| Average monthly return (arithmetic), % | -1.77 |
| Best month, % | 61.01 |
| Worst month, % | -55.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -768.10 |
| Total PnL, % | -76.81 |
| Gross profit | 780.15 |
| Gross loss | 1480.28 |
| Trading volume (USDT) | 109730.04 |
| Total transactions (buy/sell) | 172 |
| Total fees | 39.49 |
| Funding net | -28.49 |
| Funding accrued (received) | 19.35 |
| Funding paid | 47.84 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 168 |
| Win Trades | 7 |
| Los Trades | 161 |
| Win Rate, % | 4.17 |
| Expectancy per trade | -4.1674 |
| Max consecutive wins | 2 |
| Max consecutive losses | 100 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.31 |
| Position max, % of margin balance | 178.70 |
| Max Drawdown | 1865.19 |
| Max Drawdown, % | 89.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5270 |
| Recovery Factor (Total PnL / Max DD) | -0.4118 |
| Sharpe ratio (monthly) | -0.2578 |
| Sortino ratio (monthly) | -0.3592 |
| CAGR, % | -45.40 |
| Calmar ratio (CAGR / Max DD%) | -0.5083 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -700.13 | Fee: 39.49 | Vol: 109730.04
Realized PnL by Symbol
Details
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