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
289.23
Total PnL
-710.77 (-71.08%)
Total Trades (Win/Los)
103 (6/97)
Win Rate
5.83%
Max Drawdown
1659.24 (88.98%)
Total Fees
33.91
Position avg (max), %
94.17 (205.17)
Profit Factor
0.55
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 | -0.54% | 11.68% | 61.81% | -38.39% | -10.77% | -19.46% | -9.67% | -40.89% | -5.41% | 2.23% | 41.52% | -21.25% | -54.21% |
| 2025 | 13.44% | -21.50% | 11.28% | -9.42% | -3.78% | -2.71% | -0.17% | 16.52% | 3.71% | -45.33% | 42.82% | 5.11% | -16.79% |
| 2026 | 10.35% | 10.23% | -4.45% | -23.76% | -14.31% | 0.04% | — | — | — | — | — | — | -24.04% |
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 | 289.23 |
| Min balance | 205.49 |
| Max balance | 1864.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.05 |
| Average monthly return (arithmetic), % | -1.37 |
| Best month, % | 61.81 |
| Worst month, % | -45.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -710.77 |
| Total PnL, % | -71.08 |
| Gross profit | 800.62 |
| Gross loss | 1454.72 |
| Trading volume (USDT) | 94238.41 |
| Total transactions (buy/sell) | 108 |
| Total fees | 33.91 |
| Funding net | -22.76 |
| Funding accrued (received) | 20.85 |
| Funding paid | 43.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 103 |
| Win Trades | 6 |
| Los Trades | 97 |
| Win Rate, % | 5.83 |
| Expectancy per trade | -6.3505 |
| Max consecutive wins | 1 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.17 |
| Position max, % of margin balance | 205.17 |
| Max Drawdown | 1659.24 |
| Max Drawdown, % | 88.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5504 |
| Recovery Factor (Total PnL / Max DD) | -0.4284 |
| Sharpe ratio (monthly) | -0.2058 |
| Sortino ratio (monthly) | -0.2973 |
| CAGR, % | -40.17 |
| Calmar ratio (CAGR / Max DD%) | -0.4515 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -654.10 | Fee: 33.91 | Vol: 94238.41
Realized PnL by Symbol
Details
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