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
763.08
Total PnL
-236.92 (-23.69%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
664.84 (51.24%)
Total Fees
2.35
Position avg (max), %
31.85 (53.07)
Profit Factor
0.50
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 | — | 4.62% | 21.87% | -18.04% | 11.01% | -9.06% | -7.17% | -14.14% | -4.95% | -1.38% | 15.58% | -9.77% | -17.79% |
| 2025 | -6.96% | -5.49% | 4.69% | -4.16% | -1.58% | 0.43% | -9.04% | 5.08% | 1.26% | -2.53% | 8.84% | 1.38% | -9.22% |
| 2026 | 2.91% | 3.08% | 0.21% | 0.06% | -3.86% | 0.01% | — | — | — | — | — | — | 2.27% |
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 | 763.08 |
| Min balance | 632.65 |
| Max balance | 1297.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.93 |
| Average monthly return (arithmetic), % | -0.59 |
| Best month, % | 21.87 |
| Worst month, % | -18.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -236.92 |
| Total PnL, % | -23.69 |
| Gross profit | 235.05 |
| Gross loss | 466.43 |
| Trading volume (USDT) | 6534.59 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.35 |
| Funding net | -3.19 |
| Funding accrued (received) | 13.76 |
| Funding paid | 16.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -19.2818 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.85 |
| Position max, % of margin balance | 53.07 |
| Max Drawdown | 664.84 |
| Max Drawdown, % | 51.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5039 |
| Recovery Factor (Total PnL / Max DD) | -0.3564 |
| Sharpe ratio (monthly) | -0.2467 |
| Sortino ratio (monthly) | -0.3506 |
| CAGR, % | -10.59 |
| Calmar ratio (CAGR / Max DD%) | -0.2067 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -231.38 | Fee: 2.35 | Vol: 6534.59
Realized PnL by Symbol
Details
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