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
923.02
Total PnL
-76.98 (-7.70%)
Total Trades (Win/Los)
22 (10/12)
Win Rate
45.45%
Max Drawdown
372.67 (29.63%)
Total Fees
5.03
Position avg (max), %
33.19 (48.63)
Profit Factor
0.88
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% | -12.05% | -5.98% | 2.00% | 1.68% | -7.77% | 1.82% | 3.59% | 15.21% | -9.56% | 7.50% |
| 2025 | -5.65% | -5.66% | 4.81% | -3.56% | 1.69% | -3.24% | -2.33% | 5.64% | 1.40% | 1.51% | 7.53% | -6.16% | -5.13% |
| 2026 | -7.62% | 5.71% | -4.10% | 0.17% | -3.52% | 0.01% | — | — | — | — | — | — | -9.47% |
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 | 923.02 |
| Min balance | 885.16 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.28 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 20.87 |
| Worst month, % | -12.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -76.98 |
| Total PnL, % | -7.70 |
| Gross profit | 458.54 |
| Gross loss | 521.93 |
| Trading volume (USDT) | 13984.07 |
| Total transactions (buy/sell) | 23 |
| Total fees | 5.03 |
| Funding net | -8.56 |
| Funding accrued (received) | 14.83 |
| Funding paid | 23.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 10 |
| Los Trades | 12 |
| Win Rate, % | 45.45 |
| Expectancy per trade | -2.8812 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.19 |
| Position max, % of margin balance | 48.63 |
| Max Drawdown | 372.67 |
| Max Drawdown, % | 29.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8786 |
| Recovery Factor (Total PnL / Max DD) | -0.2066 |
| Sharpe ratio (monthly) | -0.0213 |
| Sortino ratio (monthly) | -0.0340 |
| CAGR, % | -3.26 |
| Calmar ratio (CAGR / Max DD%) | -0.1101 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -63.39 | Fee: 5.03 | Vol: 13984.07
Realized PnL by Symbol
Details
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