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
559.40
Total PnL
-440.60 (-44.06%)
Total Trades (Win/Los)
42 (5/37)
Win Rate
11.90%
Max Drawdown
1799.88 (89.02%)
Total Fees
23.94
Position avg (max), %
92.83 (313.48)
Profit Factor
0.71
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 | -6.72% | 29.62% | 61.19% | -38.16% | 30.87% | -17.59% | -3.50% | -31.70% | -14.32% | -9.87% | 41.26% | -21.15% | -26.31% |
| 2025 | 22.51% | 8.13% | 6.45% | -5.63% | -2.17% | -38.71% | -4.20% | 23.02% | 4.89% | -58.50% | 59.46% | 6.35% | -30.59% |
| 2026 | 12.73% | 12.31% | 0.77% | 0.23% | -14.45% | 0.04% | — | — | — | — | — | — | 9.44% |
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 | 559.40 |
| Min balance | 221.91 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.92 |
| Average monthly return (arithmetic), % | 1.77 |
| Best month, % | 61.19 |
| Worst month, % | -58.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -440.60 |
| Total PnL, % | -44.06 |
| Gross profit | 951.57 |
| Gross loss | 1339.89 |
| Trading volume (USDT) | 66513.14 |
| Total transactions (buy/sell) | 43 |
| Total fees | 23.94 |
| Funding net | -28.34 |
| Funding accrued (received) | 30.65 |
| Funding paid | 58.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 5 |
| Los Trades | 37 |
| Win Rate, % | 11.90 |
| Expectancy per trade | -9.2458 |
| Max consecutive wins | 2 |
| Max consecutive losses | 25 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.83 |
| Position max, % of margin balance | 313.48 |
| Max Drawdown | 1799.88 |
| Max Drawdown, % | 89.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7102 |
| Recovery Factor (Total PnL / Max DD) | -0.2448 |
| Sharpe ratio (monthly) | 0.2320 |
| Sortino ratio (monthly) | 0.3591 |
| CAGR, % | -21.38 |
| Calmar ratio (CAGR / Max DD%) | -0.2402 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -388.32 | Fee: 23.94 | Vol: 66513.14
Realized PnL by Symbol
Details
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