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
288.92
Total PnL
-711.08 (-71.11%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
1613.24 (91.63%)
Total Fees
4.29
Position avg (max), %
103.67 (354.98)
Profit Factor
0.25
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% | -12.08% | -30.22% | -48.76% | -22.32% | -10.07% | 72.29% | -30.39% | -63.77% |
| 2025 | -29.89% | -24.07% | 17.57% | -14.18% | 4.62% | -1.19% | 9.13% | 13.82% | 3.17% | -6.41% | 20.27% | 2.87% | -17.60% |
| 2026 | 5.95% | 6.12% | -10.87% | -0.38% | -3.02% | 0.05% | — | — | — | — | — | — | -3.15% |
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 | 288.92 |
| Min balance | 147.38 |
| Max balance | 1760.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.19 |
| Average monthly return (arithmetic), % | -1.00 |
| Best month, % | 72.29 |
| Worst month, % | -48.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -711.08 |
| Total PnL, % | -71.11 |
| Gross profit | 226.06 |
| Gross loss | 906.66 |
| Trading volume (USDT) | 11919.91 |
| Total transactions (buy/sell) | 13 |
| Total fees | 4.29 |
| Funding net | -26.20 |
| Funding accrued (received) | 14.86 |
| Funding paid | 41.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | -56.7164 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 103.67 |
| Position max, % of margin balance | 354.98 |
| Max Drawdown | 1613.24 |
| Max Drawdown, % | 91.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2493 |
| Recovery Factor (Total PnL / Max DD) | -0.4408 |
| Sharpe ratio (monthly) | -0.1349 |
| Sortino ratio (monthly) | -0.2058 |
| CAGR, % | -40.20 |
| Calmar ratio (CAGR / Max DD%) | -0.4387 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -680.60 | Fee: 4.29 | Vol: 11919.91
Realized PnL by Symbol
Details
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