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
512.93
Total PnL
-487.07 (-48.71%)
Total Trades (Win/Los)
48 (5/43)
Win Rate
10.42%
Max Drawdown
1678.54 (82.81%)
Total Fees
22.61
Position avg (max), %
84.80 (133.78)
Profit Factor
0.65
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% | 29.46% | 60.93% | -38.05% | 30.74% | -17.57% | -3.55% | -55.91% | -9.99% | -3.60% | 41.11% | -21.10% | -46.40% |
| 2025 | -7.64% | -6.09% | 9.90% | -8.37% | -3.31% | -3.51% | 8.79% | 13.36% | 3.08% | -9.26% | -12.24% | 6.28% | -12.33% |
| 2026 | 12.59% | 12.19% | 0.76% | 0.23% | -14.41% | 0.04% | — | — | — | — | — | — | 9.23% |
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 | 512.93 |
| Min balance | 348.51 |
| Max balance | 2027.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.20 |
| Average monthly return (arithmetic), % | 0.29 |
| Best month, % | 60.93 |
| Worst month, % | -55.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -487.07 |
| Total PnL, % | -48.71 |
| Gross profit | 796.50 |
| Gross loss | 1228.25 |
| Trading volume (USDT) | 62822.32 |
| Total transactions (buy/sell) | 49 |
| Total fees | 22.61 |
| Funding net | -32.71 |
| Funding accrued (received) | 20.54 |
| Funding paid | 53.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 5 |
| Los Trades | 43 |
| Win Rate, % | 10.42 |
| Expectancy per trade | -8.9948 |
| Max consecutive wins | 1 |
| Max consecutive losses | 29 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.80 |
| Position max, % of margin balance | 133.78 |
| Max Drawdown | 1678.54 |
| Max Drawdown, % | 82.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6485 |
| Recovery Factor (Total PnL / Max DD) | -0.2902 |
| Sharpe ratio (monthly) | 0.0462 |
| Sortino ratio (monthly) | 0.0700 |
| CAGR, % | -24.15 |
| Calmar ratio (CAGR / Max DD%) | -0.2917 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -431.75 | Fee: 22.61 | Vol: 62822.32
Realized PnL by Symbol
Details
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