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
880.59
Total PnL
-119.41 (-11.94%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
1322.93 (75.14%)
Total Fees
7.76
Position avg (max), %
92.95 (297.53)
Profit Factor
0.94
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 | — | 5.69% | 60.63% | -37.94% | 30.58% | 1.61% | 6.42% | -39.98% | -13.20% | 14.44% | 55.40% | -25.82% | 2.25% |
| 2025 | -26.53% | -23.56% | 17.71% | -14.27% | 4.65% | -1.20% | 9.19% | 13.92% | 3.19% | -6.35% | 21.88% | 3.06% | -11.52% |
| 2026 | 6.32% | 6.48% | -10.99% | -0.38% | -3.02% | 0.05% | — | — | — | — | — | — | -2.59% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 880.59 |
| Min balance | 437.68 |
| Max balance | 1760.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.43 |
| Average monthly return (arithmetic), % | 2.00 |
| Best month, % | 60.63 |
| Worst month, % | -39.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -119.41 |
| Total PnL, % | -11.94 |
| Gross profit | 1061.97 |
| Gross loss | 1134.70 |
| Trading volume (USDT) | 21588.55 |
| Total transactions (buy/sell) | 13 |
| Total fees | 7.76 |
| Funding net | -38.92 |
| Funding accrued (received) | 28.26 |
| Funding paid | 67.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -6.0606 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.95 |
| Position max, % of margin balance | 297.53 |
| Max Drawdown | 1322.93 |
| Max Drawdown, % | 75.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9359 |
| Recovery Factor (Total PnL / Max DD) | -0.0903 |
| Sharpe ratio (monthly) | 0.3092 |
| Sortino ratio (monthly) | 0.5025 |
| CAGR, % | -5.13 |
| Calmar ratio (CAGR / Max DD%) | -0.0683 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -72.73 | Fee: 7.76 | Vol: 21588.55
Realized PnL by Symbol
Details
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