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
226.16
Total PnL
-773.84 (-77.38%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
1774.72 (93.29%)
Total Fees
4.58
Position avg (max), %
116.23 (534.54)
Profit Factor
0.34
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 | — | 14.00% | 60.89% | -38.04% | 30.72% | -23.63% | -20.88% | -51.27% | -28.16% | -14.13% | 88.52% | -34.01% | -66.43% |
| 2025 | -20.21% | -19.68% | 16.88% | -13.42% | -5.63% | 1.61% | -31.07% | 19.17% | 4.21% | -8.45% | 26.57% | 3.58% | -36.11% |
| 2026 | 7.36% | 7.47% | 0.49% | 0.14% | -9.16% | 0.04% | — | — | — | — | — | — | 5.52% |
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 | 226.16 |
| Min balance | 127.66 |
| Max balance | 1902.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -4.99 |
| Average monthly return (arithmetic), % | -1.24 |
| Best month, % | 88.52 |
| Worst month, % | -51.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -773.84 |
| Total PnL, % | -77.38 |
| Gross profit | 390.37 |
| Gross loss | 1144.78 |
| Trading volume (USDT) | 12741.50 |
| Total transactions (buy/sell) | 13 |
| Total fees | 4.58 |
| Funding net | -14.84 |
| Funding accrued (received) | 23.43 |
| Funding paid | 38.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -62.8682 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 116.23 |
| Position max, % of margin balance | 534.54 |
| Max Drawdown | 1774.72 |
| Max Drawdown, % | 93.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3410 |
| Recovery Factor (Total PnL / Max DD) | -0.4360 |
| Sharpe ratio (monthly) | -0.1514 |
| Sortino ratio (monthly) | -0.2401 |
| CAGR, % | -45.97 |
| Calmar ratio (CAGR / Max DD%) | -0.4927 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -754.42 | Fee: 4.58 | Vol: 12741.50
Realized PnL by Symbol
Details
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