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
714.53
Total PnL
-285.47 (-28.55%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
617.26 (49.60%)
Total Fees
2.62
Position avg (max), %
33.23 (50.77)
Profit Factor
0.45
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% | -4.77% | -11.33% | -14.87% | -4.75% | -1.40% | 15.33% | -9.63% | -21.14% |
| 2025 | -9.53% | -6.16% | 4.70% | -4.27% | 1.70% | -0.45% | 3.44% | 5.50% | 1.36% | -2.83% | 8.19% | 1.29% | 1.46% |
| 2026 | 2.71% | 2.88% | -4.54% | -4.42% | -7.36% | 0.01% | — | — | — | — | — | — | -10.68% |
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 | 714.53 |
| Min balance | 627.22 |
| Max balance | 1244.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.15 |
| Average monthly return (arithmetic), % | -0.82 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -285.47 |
| Total PnL, % | -28.55 |
| Gross profit | 224.55 |
| Gross loss | 497.67 |
| Trading volume (USDT) | 7289.34 |
| Total transactions (buy/sell) | 15 |
| Total fees | 2.62 |
| Funding net | -9.72 |
| Funding accrued (received) | 10.38 |
| Funding paid | 20.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -19.5088 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.23 |
| Position max, % of margin balance | 50.77 |
| Max Drawdown | 617.26 |
| Max Drawdown, % | 49.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4512 |
| Recovery Factor (Total PnL / Max DD) | -0.4625 |
| Sharpe ratio (monthly) | -0.3516 |
| Sortino ratio (monthly) | -0.4799 |
| CAGR, % | -12.99 |
| Calmar ratio (CAGR / Max DD%) | -0.2620 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -273.12 | Fee: 2.62 | Vol: 7289.34
Realized PnL by Symbol
Details
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