hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
793.07
Total PnL
-206.93 (-20.69%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
635.04 (50.49%)
Total Fees
2.28
Position avg (max), %
32.82 (50.48)
Profit Factor
0.54
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 | — | 2.32% | 20.87% | -17.36% | 10.51% | -4.90% | -11.50% | -14.81% | -4.73% | -1.39% | 15.25% | -9.58% | -20.71% |
| 2025 | -10.58% | -6.20% | 4.73% | -4.30% | 1.72% | -0.46% | 3.46% | 5.53% | 1.37% | -2.84% | 8.24% | 1.30% | 0.36% |
| 2026 | 2.73% | 2.89% | -4.57% | -0.14% | -1.05% | 0.01% | — | — | — | — | — | — | -0.31% |
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 | 793.07 |
| Min balance | 622.79 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.80 |
| Average monthly return (arithmetic), % | -0.46 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -206.93 |
| Total PnL, % | -20.69 |
| Gross profit | 227.49 |
| Gross loss | 419.17 |
| Trading volume (USDT) | 6351.92 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.28 |
| Funding net | -12.96 |
| Funding accrued (received) | 8.98 |
| Funding paid | 21.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | -15.9736 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.82 |
| Position max, % of margin balance | 50.48 |
| Max Drawdown | 635.04 |
| Max Drawdown, % | 50.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5427 |
| Recovery Factor (Total PnL / Max DD) | -0.3259 |
| Sharpe ratio (monthly) | -0.1974 |
| Sortino ratio (monthly) | -0.2750 |
| CAGR, % | -9.15 |
| Calmar ratio (CAGR / Max DD%) | -0.1813 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -191.68 | Fee: 2.28 | Vol: 6351.92
Realized PnL by Symbol
Details
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