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
242.22
Total PnL
-757.78 (-75.78%)
Total Trades (Win/Los)
50 (5/45)
Win Rate
10.00%
Max Drawdown
1878.46 (92.91%)
Total Fees
17.88
Position avg (max), %
93.36 (250.04)
Profit Factor
0.48
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% | -53.60% | -18.45% | -11.96% | 40.83% | -21.00% | -53.51% |
| 2025 | 22.30% | 0.50% | 7.20% | -6.24% | -2.42% | -39.67% | -4.51% | 23.07% | 4.90% | -55.77% | 50.10% | 5.69% | -37.08% |
| 2026 | 11.46% | 11.21% | 0.71% | -19.00% | -18.09% | 0.04% | — | — | — | — | — | — | -17.14% |
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 | 242.22 |
| Min balance | 143.32 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.61 |
| Average monthly return (arithmetic), % | -0.57 |
| Best month, % | 61.19 |
| Worst month, % | -55.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -757.78 |
| Total PnL, % | -75.78 |
| Gross profit | 657.94 |
| Gross loss | 1369.71 |
| Trading volume (USDT) | 49681.67 |
| Total transactions (buy/sell) | 51 |
| Total fees | 17.88 |
| Funding net | -28.13 |
| Funding accrued (received) | 20.13 |
| Funding paid | 48.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 5 |
| Los Trades | 45 |
| Win Rate, % | 10.00 |
| Expectancy per trade | -14.2354 |
| Max consecutive wins | 2 |
| Max consecutive losses | 23 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.36 |
| Position max, % of margin balance | 250.04 |
| Max Drawdown | 1878.46 |
| Max Drawdown, % | 92.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4803 |
| Recovery Factor (Total PnL / Max DD) | -0.4034 |
| Sharpe ratio (monthly) | -0.0720 |
| Sortino ratio (monthly) | -0.1021 |
| CAGR, % | -44.41 |
| Calmar ratio (CAGR / Max DD%) | -0.4780 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -711.77 | Fee: 17.88 | Vol: 49681.67
Realized PnL by Symbol
Details
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