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
772.04
Total PnL
-227.96 (-22.80%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
663.67 (50.84%)
Total Fees
2.39
Position avg (max), %
31.94 (52.53)
Profit Factor
0.53
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 | — | 5.39% | 21.71% | -17.93% | 10.93% | -9.00% | -7.12% | -14.03% | -4.90% | -0.30% | 15.27% | -9.59% | -16.16% |
| 2025 | -6.75% | -5.92% | 4.94% | -4.37% | -1.66% | 0.46% | -9.33% | 5.01% | 1.25% | -2.50% | 8.72% | 1.37% | -9.92% |
| 2026 | 2.87% | 3.04% | 0.21% | 0.06% | -3.82% | 0.01% | — | — | — | — | — | — | 2.24% |
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 | 772.04 |
| Min balance | 641.61 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.89 |
| Average monthly return (arithmetic), % | -0.55 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -227.96 |
| Total PnL, % | -22.80 |
| Gross profit | 248.70 |
| Gross loss | 471.21 |
| Trading volume (USDT) | 6637.41 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.39 |
| Funding net | -3.06 |
| Funding accrued (received) | 14.03 |
| Funding paid | 17.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -18.5425 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.94 |
| Position max, % of margin balance | 52.53 |
| Max Drawdown | 663.67 |
| Max Drawdown, % | 50.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5278 |
| Recovery Factor (Total PnL / Max DD) | -0.3435 |
| Sharpe ratio (monthly) | -0.2319 |
| Sortino ratio (monthly) | -0.3291 |
| CAGR, % | -10.16 |
| Calmar ratio (CAGR / Max DD%) | -0.1998 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -222.51 | Fee: 2.39 | Vol: 6637.41
Realized PnL by Symbol
Details
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