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
929.99
Total PnL
-70.01 (-7.00%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
407.51 (31.84%)
Total Fees
3.77
Position avg (max), %
33.44 (51.80)
Profit Factor
0.90
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 | — | 1.83% | 20.23% | -16.91% | 10.18% | 1.36% | 1.83% | -13.80% | 1.70% | 3.68% | 15.58% | -9.76% | 9.66% |
| 2025 | -9.56% | -5.79% | 4.92% | -4.47% | 1.74% | -0.46% | 3.52% | 5.62% | 1.39% | -2.91% | 7.99% | 1.26% | 1.79% |
| 2026 | -5.24% | 5.90% | -5.97% | -4.58% | -7.45% | 0.01% | — | — | — | — | — | — | -16.67% |
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 | 929.99 |
| Min balance | 872.52 |
| Max balance | 1280.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.25 |
| Average monthly return (arithmetic), % | 0.06 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -70.01 |
| Total PnL, % | -7.00 |
| Gross profit | 475.49 |
| Gross loss | 529.39 |
| Trading volume (USDT) | 10481.35 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.77 |
| Funding net | -12.35 |
| Funding accrued (received) | 13.30 |
| Funding paid | 25.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | -3.3684 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.44 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 407.51 |
| Max Drawdown, % | 31.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8982 |
| Recovery Factor (Total PnL / Max DD) | -0.1718 |
| Sharpe ratio (monthly) | 0.0275 |
| Sortino ratio (monthly) | 0.0399 |
| CAGR, % | -2.96 |
| Calmar ratio (CAGR / Max DD%) | -0.0930 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -53.89 | Fee: 3.77 | Vol: 10481.35
Realized PnL by Symbol
Details
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