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
129.69
Total PnL
-870.31 (-87.03%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
1703.61 (95.56%)
Total Fees
3.71
Position avg (max), %
121.66 (699.16)
Profit Factor
0.18
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% | -32.93% | -26.24% | -57.82% | -32.06% | -19.04% | 98.16% | -35.88% | -79.68% |
| 2025 | -19.05% | -20.01% | 16.56% | -13.20% | -5.52% | 1.58% | -30.47% | 18.64% | 4.11% | -8.56% | 21.67% | 3.04% | -38.10% |
| 2026 | 6.27% | 6.44% | 0.42% | 0.13% | -9.30% | 0.04% | — | — | — | — | — | — | 3.20% |
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 | 129.69 |
| Min balance | 79.08 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -6.80 |
| Average monthly return (arithmetic), % | -2.51 |
| Best month, % | 98.16 |
| Worst month, % | -57.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -870.31 |
| Total PnL, % | -87.03 |
| Gross profit | 182.58 |
| Gross loss | 1035.10 |
| Trading volume (USDT) | 10298.80 |
| Total transactions (buy/sell) | 13 |
| Total fees | 3.71 |
| Funding net | -14.09 |
| Funding accrued (received) | 17.59 |
| Funding paid | 31.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -71.0431 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 121.66 |
| Position max, % of margin balance | 699.16 |
| Max Drawdown | 1703.61 |
| Max Drawdown, % | 95.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.1764 |
| Recovery Factor (Total PnL / Max DD) | -0.5109 |
| Sharpe ratio (monthly) | -0.2871 |
| Sortino ratio (monthly) | -0.4406 |
| CAGR, % | -57.08 |
| Calmar ratio (CAGR / Max DD%) | -0.5973 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -852.52 | Fee: 3.71 | Vol: 10298.80
Realized PnL by Symbol
Details
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