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
136.53
Total PnL
-863.47 (-86.35%)
Total Trades (Win/Los)
44 (5/39)
Win Rate
11.36%
Max Drawdown
1578.98 (92.12%)
Total Fees
11.61
Position avg (max), %
94.69 (188.77)
Profit Factor
0.38
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 | -4.04% | 5.29% | 63.42% | -39.01% | -17.29% | -20.51% | -11.74% | -54.29% | -15.72% | -18.39% | 44.58% | -22.33% | -79.37% |
| 2025 | 0.90% | -4.08% | 9.70% | -8.22% | -3.25% | -2.74% | -5.55% | 16.99% | 3.80% | -11.34% | -17.39% | 5.83% | -18.47% |
| 2026 | 11.73% | 11.45% | -1.71% | -20.18% | -16.87% | 0.04% | — | — | — | — | — | — | -18.76% |
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 | 136.53 |
| Min balance | 135.03 |
| Max balance | 1714.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -6.42 |
| Average monthly return (arithmetic), % | -4.03 |
| Best month, % | 63.42 |
| Worst month, % | -54.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -863.47 |
| Total PnL, % | -86.35 |
| Gross profit | 518.14 |
| Gross loss | 1349.52 |
| Trading volume (USDT) | 32262.62 |
| Total transactions (buy/sell) | 45 |
| Total fees | 11.61 |
| Funding net | -20.47 |
| Funding accrued (received) | 12.58 |
| Funding paid | 33.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 5 |
| Los Trades | 39 |
| Win Rate, % | 11.36 |
| Expectancy per trade | -18.8950 |
| Max consecutive wins | 1 |
| Max consecutive losses | 15 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.69 |
| Position max, % of margin balance | 188.77 |
| Max Drawdown | 1578.98 |
| Max Drawdown, % | 92.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3839 |
| Recovery Factor (Total PnL / Max DD) | -0.5469 |
| Sharpe ratio (monthly) | -0.6478 |
| Sortino ratio (monthly) | -0.8724 |
| CAGR, % | -56.16 |
| Calmar ratio (CAGR / Max DD%) | -0.6096 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -831.38 | Fee: 11.61 | Vol: 32262.62
Realized PnL by Symbol
Details
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