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
692.91
Total PnL
-307.09 (-30.71%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
684.41 (54.41%)
Total Fees
2.19
Position avg (max), %
31.92 (53.61)
Profit Factor
0.36
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% | -13.43% | -8.28% | -14.55% | -5.00% | -1.56% | 15.23% | -9.58% | -25.31% |
| 2025 | -7.03% | -5.41% | 4.79% | -4.25% | -1.61% | 0.44% | -9.20% | 5.13% | 1.28% | -2.56% | 8.86% | 1.39% | -9.35% |
| 2026 | 2.91% | 3.09% | 0.21% | 0.06% | -3.78% | 0.01% | — | — | — | — | — | — | 2.37% |
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 | 692.91 |
| Min balance | 573.42 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.26 |
| Average monthly return (arithmetic), % | -0.91 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -307.09 |
| Total PnL, % | -30.71 |
| Gross profit | 167.89 |
| Gross loss | 470.32 |
| Trading volume (USDT) | 6081.64 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.19 |
| Funding net | -2.47 |
| Funding accrued (received) | 12.90 |
| Funding paid | 15.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -25.2025 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.92 |
| Position max, % of margin balance | 53.61 |
| Max Drawdown | 684.41 |
| Max Drawdown, % | 54.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3570 |
| Recovery Factor (Total PnL / Max DD) | -0.4487 |
| Sharpe ratio (monthly) | -0.3815 |
| Sortino ratio (monthly) | -0.5171 |
| CAGR, % | -14.09 |
| Calmar ratio (CAGR / Max DD%) | -0.2590 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -302.43 | Fee: 2.19 | Vol: 6081.64
Realized PnL by Symbol
Details
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