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
868.90
Total PnL
-131.10 (-13.11%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
475.95 (38.25%)
Total Fees
3.12
Position avg (max), %
32.58 (51.80)
Profit Factor
0.76
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% | -4.84% | -1.45% | 15.33% | -9.63% | -2.54% |
| 2025 | -9.95% | -6.50% | 4.72% | -4.29% | 1.69% | -0.45% | 3.41% | 5.45% | 1.35% | -2.82% | 7.90% | 1.25% | 0.23% |
| 2026 | 2.62% | 2.79% | -4.56% | -4.48% | -7.49% | 0.01% | — | — | — | — | — | — | -11.03% |
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 | 868.90 |
| Min balance | 768.53 |
| Max balance | 1244.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.48 |
| Average monthly return (arithmetic), % | -0.18 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -131.10 |
| Total PnL, % | -13.11 |
| Gross profit | 386.31 |
| Gross loss | 506.38 |
| Trading volume (USDT) | 8670.25 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.12 |
| Funding net | -7.91 |
| Funding accrued (received) | 13.56 |
| Funding paid | 21.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -8.5763 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.58 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 475.95 |
| Max Drawdown, % | 38.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7629 |
| Recovery Factor (Total PnL / Max DD) | -0.2754 |
| Sharpe ratio (monthly) | -0.0802 |
| Sortino ratio (monthly) | -0.1149 |
| CAGR, % | -5.65 |
| Calmar ratio (CAGR / Max DD%) | -0.1478 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -120.07 | Fee: 3.12 | Vol: 8670.25
Realized PnL by Symbol
Details
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