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
994.25
Total PnL
-5.75 (-0.58%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
407.51 (31.84%)
Total Fees
3.35
Position avg (max), %
32.53 (51.80)
Profit Factor
1.02
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 | 2.65% | 2.82% | -4.53% | -4.44% | -7.48% | 0.01% | — | — | — | — | — | — | -10.91% |
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 | 994.25 |
| Min balance | 872.52 |
| Max balance | 1280.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.02 |
| Average monthly return (arithmetic), % | 0.28 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -5.75 |
| Total PnL, % | -0.58 |
| Gross profit | 482.36 |
| Gross loss | 472.50 |
| Trading volume (USDT) | 9323.17 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.35 |
| Funding net | -12.26 |
| Funding accrued (received) | 12.94 |
| Funding paid | 25.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 0.7041 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.53 |
| 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) | 1.0209 |
| Recovery Factor (Total PnL / Max DD) | -0.0141 |
| Sharpe ratio (monthly) | 0.1258 |
| Sortino ratio (monthly) | 0.1837 |
| CAGR, % | -0.24 |
| Calmar ratio (CAGR / Max DD%) | -0.0075 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 9.86 | Fee: 3.35 | Vol: 9323.17
Realized PnL by Symbol
Details
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