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
879.48
Total PnL
-120.52 (-12.05%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
537.51 (42.73%)
Total Fees
2.89
Position avg (max), %
32.45 (48.22)
Profit Factor
0.74
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% | -13.43% | 1.37% | -11.07% | -4.53% | -1.20% | 14.77% | -9.32% | -13.47% |
| 2025 | -5.77% | -5.68% | 4.72% | -4.29% | 1.70% | -0.45% | 3.42% | 5.47% | 1.36% | -0.53% | 7.60% | 1.20% | 8.00% |
| 2026 | 2.53% | 2.69% | -6.55% | 0.19% | -4.54% | 0.01% | — | — | — | — | — | — | -5.87% |
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 | 879.48 |
| Min balance | 720.31 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.44 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -120.52 |
| Total PnL, % | -12.05 |
| Gross profit | 309.65 |
| Gross loss | 418.31 |
| Trading volume (USDT) | 8042.89 |
| Total transactions (buy/sell) | 15 |
| Total fees | 2.89 |
| Funding net | -8.97 |
| Funding accrued (received) | 12.24 |
| Funding paid | 21.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -7.7614 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.45 |
| Position max, % of margin balance | 48.22 |
| Max Drawdown | 537.51 |
| Max Drawdown, % | 42.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7402 |
| Recovery Factor (Total PnL / Max DD) | -0.2242 |
| Sharpe ratio (monthly) | -0.0606 |
| Sortino ratio (monthly) | -0.0870 |
| CAGR, % | -5.18 |
| Calmar ratio (CAGR / Max DD%) | -0.1212 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -108.66 | Fee: 2.89 | Vol: 8042.89
Realized PnL by Symbol
Details
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