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
201.67
Total PnL
-798.33 (-79.83%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
1667.76 (93.55%)
Total Fees
4.27
Position avg (max), %
115.67 (535.14)
Profit Factor
0.27
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 | — | 7.06% | 60.56% | -37.91% | 30.55% | -23.88% | -22.16% | -52.05% | -28.18% | -15.06% | 87.61% | -33.82% | -70.02% |
| 2025 | -19.21% | -20.80% | 16.41% | -13.10% | -5.47% | 1.56% | -30.46% | 19.17% | 4.20% | -8.50% | 25.84% | 3.50% | -36.05% |
| 2026 | 7.20% | 7.32% | 0.48% | 0.14% | -9.11% | 0.04% | — | — | — | — | — | — | 5.27% |
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 | 201.67 |
| Min balance | 114.93 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -5.37 |
| Average monthly return (arithmetic), % | -1.66 |
| Best month, % | 87.61 |
| Worst month, % | -52.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -798.33 |
| Total PnL, % | -79.83 |
| Gross profit | 294.87 |
| Gross loss | 1075.57 |
| Trading volume (USDT) | 11862.56 |
| Total transactions (buy/sell) | 13 |
| Total fees | 4.27 |
| Funding net | -13.36 |
| Funding accrued (received) | 21.37 |
| Funding paid | 34.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -65.0584 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 115.67 |
| Position max, % of margin balance | 535.14 |
| Max Drawdown | 1667.76 |
| Max Drawdown, % | 93.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.2742 |
| Recovery Factor (Total PnL / Max DD) | -0.4787 |
| Sharpe ratio (monthly) | -0.2032 |
| Sortino ratio (monthly) | -0.3179 |
| CAGR, % | -48.47 |
| Calmar ratio (CAGR / Max DD%) | -0.5181 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -780.70 | Fee: 4.27 | Vol: 11862.56
Realized PnL by Symbol
Details
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