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
661.15
Total PnL
-338.85 (-33.89%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
1599.49 (82.18%)
Total Fees
6.37
Position avg (max), %
94.53 (254.03)
Profit Factor
0.70
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% | -19.39% | -28.77% | -17.93% | 13.17% | 49.19% | -23.88% | -27.52% |
| 2025 | -11.82% | -20.60% | 17.18% | -13.62% | -5.72% | 1.64% | -21.60% | 17.16% | 3.83% | 4.53% | 21.04% | 2.96% | -15.62% |
| 2026 | 6.13% | 6.30% | 0.41% | 0.12% | -4.65% | 0.04% | — | — | — | — | — | — | 8.19% |
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 | 661.15 |
| Min balance | 346.87 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.41 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 60.78 |
| Worst month, % | -37.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -338.85 |
| Total PnL, % | -33.89 |
| Gross profit | 728.53 |
| Gross loss | 1046.34 |
| Trading volume (USDT) | 17724.33 |
| Total transactions (buy/sell) | 13 |
| Total fees | 6.37 |
| Funding net | -14.67 |
| Funding accrued (received) | 33.05 |
| Funding paid | 47.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | -26.4843 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.53 |
| Position max, % of margin balance | 254.03 |
| Max Drawdown | 1599.49 |
| Max Drawdown, % | 82.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6963 |
| Recovery Factor (Total PnL / Max DD) | -0.2119 |
| Sharpe ratio (monthly) | 0.1342 |
| Sortino ratio (monthly) | 0.2182 |
| CAGR, % | -15.75 |
| Calmar ratio (CAGR / Max DD%) | -0.1916 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -317.81 | Fee: 6.37 | Vol: 17724.33
Realized PnL by Symbol
Details
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