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
625.54
Total PnL
-374.46 (-37.45%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
1446.51 (82.16%)
Total Fees
6.83
Position avg (max), %
97.90 (297.53)
Profit Factor
0.70
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% | -19.95% | -8.21% | 67.61% | -29.22% | -22.15% |
| 2025 | -30.29% | -24.14% | 17.65% | -14.23% | 4.72% | -1.22% | 9.32% | 14.10% | 3.23% | -6.50% | 21.01% | 2.96% | -17.20% |
| 2026 | 6.12% | 6.29% | -10.92% | -0.38% | -3.01% | 0.05% | — | — | — | — | — | — | -2.87% |
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 | 625.54 |
| Min balance | 314.10 |
| Max balance | 1760.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.60 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 67.61 |
| Worst month, % | -39.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -374.46 |
| Total PnL, % | -37.45 |
| Gross profit | 806.85 |
| Gross loss | 1150.46 |
| Trading volume (USDT) | 18982.32 |
| Total transactions (buy/sell) | 13 |
| Total fees | 6.83 |
| Funding net | -24.03 |
| Funding accrued (received) | 30.56 |
| Funding paid | 54.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -28.6337 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 97.90 |
| Position max, % of margin balance | 297.53 |
| Max Drawdown | 1446.51 |
| Max Drawdown, % | 82.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7013 |
| Recovery Factor (Total PnL / Max DD) | -0.2589 |
| Sharpe ratio (monthly) | 0.1597 |
| Sortino ratio (monthly) | 0.2608 |
| CAGR, % | -17.66 |
| Calmar ratio (CAGR / Max DD%) | -0.2149 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -343.60 | Fee: 6.83 | Vol: 18982.32
Realized PnL by Symbol
Details
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