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
422.47
Total PnL
-577.53 (-57.75%)
Total Trades (Win/Los)
54 (6/48)
Win Rate
11.11%
Max Drawdown
1581.25 (86.94%)
Total Fees
20.93
Position avg (max), %
85.97 (181.20)
Profit Factor
0.61
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 | -6.19% | 12.61% | 65.71% | -39.85% | 33.15% | -18.39% | -3.37% | -42.30% | -16.28% | -9.87% | 39.70% | -20.58% | -46.60% |
| 2025 | 4.77% | -22.74% | 11.20% | -9.36% | -3.75% | -38.16% | 14.16% | 20.50% | 4.45% | -9.38% | 22.53% | 3.13% | -20.10% |
| 2026 | 6.47% | 6.63% | 0.44% | 0.13% | -13.26% | 0.04% | — | — | — | — | — | — | -0.93% |
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 | 422.47 |
| Min balance | 237.54 |
| Max balance | 1818.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.83 |
| Average monthly return (arithmetic), % | -0.26 |
| Best month, % | 65.71 |
| Worst month, % | -42.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -577.53 |
| Total PnL, % | -57.75 |
| Gross profit | 842.12 |
| Gross loss | 1372.78 |
| Trading volume (USDT) | 58148.06 |
| Total transactions (buy/sell) | 55 |
| Total fees | 20.93 |
| Funding net | -25.94 |
| Funding accrued (received) | 20.19 |
| Funding paid | 46.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 6 |
| Los Trades | 48 |
| Win Rate, % | 11.11 |
| Expectancy per trade | -9.8271 |
| Max consecutive wins | 2 |
| Max consecutive losses | 27 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.97 |
| Position max, % of margin balance | 181.20 |
| Max Drawdown | 1581.25 |
| Max Drawdown, % | 86.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6134 |
| Recovery Factor (Total PnL / Max DD) | -0.3652 |
| Sharpe ratio (monthly) | -0.0401 |
| Sortino ratio (monthly) | -0.0599 |
| CAGR, % | -30.01 |
| Calmar ratio (CAGR / Max DD%) | -0.3452 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -530.66 | Fee: 20.93 | Vol: 58148.06
Realized PnL by Symbol
Details
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