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
869.24
Total PnL
-130.76 (-13.08%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
531.20 (42.23%)
Total Fees
2.91
Position avg (max), %
32.34 (47.46)
Profit Factor
0.73
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% | -4.90% | -6.10% | -11.32% | -4.47% | -1.18% | 14.55% | -9.20% | -12.17% |
| 2025 | -6.44% | -5.64% | 4.68% | -4.26% | 1.68% | -0.45% | 3.39% | 5.43% | 1.35% | -0.52% | 7.54% | 1.20% | 7.12% |
| 2026 | 2.52% | 2.68% | -6.68% | 0.19% | -6.12% | 0.01% | — | — | — | — | — | — | -7.59% |
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 | 869.24 |
| Min balance | 726.63 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.48 |
| Average monthly return (arithmetic), % | -0.20 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -130.76 |
| Total PnL, % | -13.08 |
| Gross profit | 313.85 |
| Gross loss | 431.04 |
| Trading volume (USDT) | 8105.19 |
| Total transactions (buy/sell) | 15 |
| Total fees | 2.91 |
| Funding net | -10.65 |
| Funding accrued (received) | 11.50 |
| Funding paid | 22.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -8.3711 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.34 |
| Position max, % of margin balance | 47.46 |
| Max Drawdown | 531.20 |
| Max Drawdown, % | 42.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7281 |
| Recovery Factor (Total PnL / Max DD) | -0.2462 |
| Sharpe ratio (monthly) | -0.0898 |
| Sortino ratio (monthly) | -0.1322 |
| CAGR, % | -5.64 |
| Calmar ratio (CAGR / Max DD%) | -0.1335 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -117.20 | Fee: 2.91 | Vol: 8105.19
Realized PnL by Symbol
Details
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