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
953.66
Total PnL
-46.34 (-4.63%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
452.16 (35.95%)
Total Fees
3.20
Position avg (max), %
32.52 (51.21)
Profit Factor
0.92
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% | 1.52% | 1.81% | -13.67% | -4.79% | -1.44% | 15.15% | -9.53% | -1.47% |
| 2025 | -7.03% | -6.01% | 4.78% | -4.34% | 1.70% | -0.45% | 3.44% | 5.50% | 1.36% | -2.83% | 8.10% | 1.28% | 4.34% |
| 2026 | 2.69% | 2.85% | -6.61% | 0.19% | -6.12% | 0.01% | — | — | — | — | — | — | -7.21% |
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 | 953.66 |
| Min balance | 805.67 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.16 |
| Average monthly return (arithmetic), % | 0.13 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -46.34 |
| Total PnL, % | -4.63 |
| Gross profit | 426.70 |
| Gross loss | 461.47 |
| Trading volume (USDT) | 8902.13 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.20 |
| Funding net | -8.37 |
| Funding accrued (received) | 14.17 |
| Funding paid | 22.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -2.4835 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.52 |
| Position max, % of margin balance | 51.21 |
| Max Drawdown | 452.16 |
| Max Drawdown, % | 35.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9247 |
| Recovery Factor (Total PnL / Max DD) | -0.1025 |
| Sharpe ratio (monthly) | 0.0603 |
| Sortino ratio (monthly) | 0.0889 |
| CAGR, % | -1.95 |
| Calmar ratio (CAGR / Max DD%) | -0.0541 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -34.77 | Fee: 3.20 | Vol: 8902.13
Realized PnL by Symbol
Details
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