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
972.33
Total PnL
-27.67 (-2.77%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
475.24 (38.19%)
Total Fees
2.65
Position avg (max), %
31.85 (51.80)
Profit Factor
0.96
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 | -10.53% | -5.81% | 4.72% | -4.29% | 1.69% | -0.45% | 3.41% | 5.44% | 1.35% | -2.82% | 7.89% | 1.25% | 0.31% |
| 2026 | 2.62% | 2.79% | -4.56% | -0.14% | -1.05% | 0.01% | — | — | — | — | — | — | -0.51% |
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 | 972.33 |
| Min balance | 769.24 |
| Max balance | 1244.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.10 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -27.67 |
| Total PnL, % | -2.77 |
| Gross profit | 383.60 |
| Gross loss | 397.84 |
| Trading volume (USDT) | 7381.63 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.65 |
| Funding net | -10.78 |
| Funding accrued (received) | 11.82 |
| Funding paid | 22.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -1.1865 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.85 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 475.24 |
| Max Drawdown, % | 38.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9642 |
| Recovery Factor (Total PnL / Max DD) | -0.0582 |
| Sharpe ratio (monthly) | 0.0882 |
| Sortino ratio (monthly) | 0.1292 |
| CAGR, % | -1.16 |
| Calmar ratio (CAGR / Max DD%) | -0.0303 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -14.24 | Fee: 2.65 | Vol: 7381.63
Realized PnL by Symbol
Details
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