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
414.92
Total PnL
-585.08 (-58.51%)
Total Trades (Win/Los)
50 (5/45)
Win Rate
10.00%
Max Drawdown
1699.04 (83.82%)
Total Fees
18.83
Position avg (max), %
88.31 (156.92)
Profit Factor
0.57
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% | -21.12% | -3.84% | -55.45% | -15.93% | -9.22% | 43.47% | -21.95% | -54.29% |
| 2025 | 13.83% | -16.83% | 9.51% | -8.07% | -3.19% | -3.53% | 9.02% | 13.68% | 3.15% | -9.45% | -12.70% | 6.31% | -4.37% |
| 2026 | 12.63% | 12.23% | 0.76% | -13.09% | -14.24% | 0.04% | — | — | — | — | — | — | -5.02% |
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 | 414.92 |
| Min balance | 328.00 |
| Max balance | 2027.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.89 |
| Average monthly return (arithmetic), % | -0.24 |
| Best month, % | 60.93 |
| Worst month, % | -55.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -585.08 |
| Total PnL, % | -58.51 |
| Gross profit | 719.31 |
| Gross loss | 1252.51 |
| Trading volume (USDT) | 52323.37 |
| Total transactions (buy/sell) | 51 |
| Total fees | 18.83 |
| Funding net | -33.05 |
| Funding accrued (received) | 19.79 |
| Funding paid | 52.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 5 |
| Los Trades | 45 |
| Win Rate, % | 10.00 |
| Expectancy per trade | -10.6640 |
| Max consecutive wins | 1 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.31 |
| Position max, % of margin balance | 156.92 |
| Max Drawdown | 1699.04 |
| Max Drawdown, % | 83.82 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5743 |
| Recovery Factor (Total PnL / Max DD) | -0.3444 |
| Sharpe ratio (monthly) | -0.0364 |
| Sortino ratio (monthly) | -0.0542 |
| CAGR, % | -30.53 |
| Calmar ratio (CAGR / Max DD%) | -0.3642 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -533.20 | Fee: 18.83 | Vol: 52323.37
Realized PnL by Symbol
Details
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