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
754.79
Total PnL
-245.21 (-24.52%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
1620.66 (83.27%)
Total Fees
6.38
Position avg (max), %
89.68 (244.37)
Profit Factor
0.77
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 | — | 16.72% | 60.78% | -37.99% | 30.66% | -21.29% | -17.99% | -29.05% | -33.71% | 14.82% | 56.65% | -26.19% | -38.72% |
| 2025 | -5.93% | -7.12% | 13.11% | -10.77% | -4.38% | 1.24% | -15.14% | 15.54% | 3.52% | 6.34% | 20.21% | 2.87% | 13.93% |
| 2026 | 5.93% | 6.11% | 0.40% | 0.12% | -4.29% | 0.04% | — | — | — | — | — | — | 8.18% |
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 | 754.79 |
| Min balance | 325.70 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.96 |
| Average monthly return (arithmetic), % | 1.42 |
| Best month, % | 60.78 |
| Worst month, % | -37.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -245.21 |
| Total PnL, % | -24.52 |
| Gross profit | 758.29 |
| Gross loss | 979.65 |
| Trading volume (USDT) | 17734.66 |
| Total transactions (buy/sell) | 13 |
| Total fees | 6.38 |
| Funding net | -17.47 |
| Funding accrued (received) | 30.19 |
| Funding paid | 47.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -18.4467 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.68 |
| Position max, % of margin balance | 244.37 |
| Max Drawdown | 1620.66 |
| Max Drawdown, % | 83.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7740 |
| Recovery Factor (Total PnL / Max DD) | -0.1513 |
| Sharpe ratio (monthly) | 0.2194 |
| Sortino ratio (monthly) | 0.3621 |
| CAGR, % | -11.00 |
| Calmar ratio (CAGR / Max DD%) | -0.1321 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -221.36 | Fee: 6.38 | Vol: 17734.66
Realized PnL by Symbol
Details
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