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
252.55
Total PnL
-747.45 (-74.74%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
1784.78 (92.62%)
Total Fees
4.78
Position avg (max), %
113.77 (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% | -13.10% | 83.07% | -32.87% | -62.64% |
| 2025 | -19.21% | -20.36% | 17.12% | -13.59% | -5.71% | 1.63% | -31.31% | 18.95% | 4.16% | -8.33% | 26.89% | 3.61% | -35.99% |
| 2026 | 7.42% | 7.53% | 0.49% | 0.15% | -9.13% | 0.04% | — | — | — | — | — | — | 5.68% |
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 | 252.55 |
| Min balance | 142.28 |
| Max balance | 1927.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.63 |
| Average monthly return (arithmetic), % | -1.07 |
| Best month, % | 83.07 |
| Worst month, % | -49.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -747.45 |
| Total PnL, % | -74.74 |
| Gross profit | 440.05 |
| Gross loss | 1167.91 |
| Trading volume (USDT) | 13271.89 |
| Total transactions (buy/sell) | 13 |
| Total fees | 4.78 |
| Funding net | -14.81 |
| Funding accrued (received) | 24.75 |
| Funding paid | 39.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -60.6557 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 113.77 |
| Position max, % of margin balance | 487.28 |
| Max Drawdown | 1784.78 |
| Max Drawdown, % | 92.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3768 |
| Recovery Factor (Total PnL / Max DD) | -0.4188 |
| Sharpe ratio (monthly) | -0.1345 |
| Sortino ratio (monthly) | -0.2124 |
| CAGR, % | -43.44 |
| Calmar ratio (CAGR / Max DD%) | -0.4690 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -727.87 | Fee: 4.78 | Vol: 13271.89
Realized PnL by Symbol
Details
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