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
254.26
Total PnL
-745.74 (-74.57%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
1782.97 (92.52%)
Total Fees
4.79
Position avg (max), %
113.72 (487.28)
Profit Factor
0.38
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 | — | 15.63% | 60.69% | -37.96% | 30.62% | -21.31% | -19.58% | -49.83% | -26.82% | -12.92% | 85.14% | -33.31% | -62.39% |
| 2025 | -19.27% | -20.24% | 17.00% | -13.50% | -5.66% | 1.62% | -31.06% | 18.74% | 4.12% | -8.26% | 26.62% | 3.58% | -35.93% |
| 2026 | 7.37% | 7.48% | 0.49% | 0.15% | -9.11% | 0.04% | — | — | — | — | — | — | 5.60% |
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 | 254.26 |
| Min balance | 144.10 |
| Max balance | 1927.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.61 |
| Average monthly return (arithmetic), % | -1.02 |
| Best month, % | 85.14 |
| Worst month, % | -49.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -745.74 |
| Total PnL, % | -74.57 |
| Gross profit | 442.10 |
| Gross loss | 1168.02 |
| Trading volume (USDT) | 13322.69 |
| Total transactions (buy/sell) | 13 |
| Total fees | 4.79 |
| Funding net | -15.02 |
| Funding accrued (received) | 24.76 |
| Funding paid | 39.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -60.4935 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 113.72 |
| Position max, % of margin balance | 487.28 |
| Max Drawdown | 1782.97 |
| Max Drawdown, % | 92.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3785 |
| Recovery Factor (Total PnL / Max DD) | -0.4183 |
| Sharpe ratio (monthly) | -0.1269 |
| Sortino ratio (monthly) | -0.2018 |
| CAGR, % | -43.28 |
| Calmar ratio (CAGR / Max DD%) | -0.4678 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -725.92 | Fee: 4.79 | Vol: 13322.69
Realized PnL by Symbol
Details
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