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
75.29
Total PnL
-924.71 (-92.47%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
1973.36 (97.60%)
Total Fees
4.09
Position avg (max), %
141.82 (898.54)
Profit Factor
0.28
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% | -21.24% | -18.82% | -38.40% | -21.17% | -25.07% | -11.98% | -55.09% | -85.49% |
| 2025 | 102.88% | -72.00% | 26.43% | -19.43% | -8.75% | 2.59% | -30.86% | 15.23% | 3.45% | -7.24% | 18.08% | 2.61% | -49.81% |
| 2026 | 5.42% | 5.60% | 0.37% | 0.11% | -7.55% | 0.04% | — | — | — | — | — | — | 3.46% |
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 | 75.29 |
| Min balance | 48.43 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -8.26 |
| Average monthly return (arithmetic), % | -2.60 |
| Best month, % | 102.88 |
| Worst month, % | -72.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -924.71 |
| Total PnL, % | -92.47 |
| Gross profit | 353.83 |
| Gross loss | 1256.04 |
| Trading volume (USDT) | 11353.58 |
| Total transactions (buy/sell) | 11 |
| Total fees | 4.09 |
| Funding net | -18.41 |
| Funding accrued (received) | 22.95 |
| Funding paid | 41.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -90.2218 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 141.82 |
| Position max, % of margin balance | 898.54 |
| Max Drawdown | 1973.36 |
| Max Drawdown, % | 97.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2817 |
| Recovery Factor (Total PnL / Max DD) | -0.4686 |
| Sharpe ratio (monthly) | -0.2754 |
| Sortino ratio (monthly) | -0.4061 |
| CAGR, % | -65.74 |
| Calmar ratio (CAGR / Max DD%) | -0.6735 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -902.22 | Fee: 4.09 | Vol: 11353.58
Realized PnL by Symbol
Details
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