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
547.09
Total PnL
-452.91 (-45.29%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
1645.40 (84.54%)
Total Fees
5.92
Position avg (max), %
99.08 (326.52)
Profit Factor
0.60
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% | -38.09% | -21.18% | 14.79% | 54.32% | -25.49% | -37.88% |
| 2025 | -11.49% | -19.97% | 17.06% | -13.54% | -5.69% | 1.63% | -21.50% | 17.29% | 3.85% | -1.12% | 22.89% | 3.17% | -17.62% |
| 2026 | 6.55% | 6.71% | 0.44% | 0.13% | -6.47% | 0.04% | — | — | — | — | — | — | 6.99% |
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 | 547.09 |
| Min balance | 300.95 |
| Max balance | 1946.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.06 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 60.78 |
| Worst month, % | -38.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -452.91 |
| Total PnL, % | -45.29 |
| Gross profit | 658.77 |
| Gross loss | 1090.91 |
| Trading volume (USDT) | 16471.95 |
| Total transactions (buy/sell) | 13 |
| Total fees | 5.92 |
| Funding net | -14.85 |
| Funding accrued (received) | 30.88 |
| Funding paid | 45.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -36.0113 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.08 |
| Position max, % of margin balance | 326.52 |
| Max Drawdown | 1645.40 |
| Max Drawdown, % | 84.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6039 |
| Recovery Factor (Total PnL / Max DD) | -0.2753 |
| Sharpe ratio (monthly) | 0.0716 |
| Sortino ratio (monthly) | 0.1139 |
| CAGR, % | -22.10 |
| Calmar ratio (CAGR / Max DD%) | -0.2614 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -432.14 | Fee: 5.92 | Vol: 16471.95
Realized PnL by Symbol
Details
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