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
999.39
Total PnL
-0.61 (-0.06%)
Total Trades (Win/Los)
37 (6/31)
Win Rate
16.22%
Max Drawdown
544.95 (43.42%)
Total Fees
7.90
Position avg (max), %
31.37 (50.17)
Profit Factor
1.03
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 | — | 0.37% | 22.80% | -18.66% | -9.53% | -6.69% | 1.40% | -6.44% | -2.43% | 3.37% | 14.33% | -9.08% | -15.82% |
| 2025 | -3.93% | 0.34% | 4.18% | -1.16% | 1.66% | -0.44% | 3.36% | 5.37% | 1.33% | -0.19% | 7.59% | 1.20% | 20.46% |
| 2026 | 2.53% | 2.69% | -1.78% | 0.18% | -4.85% | 0.01% | — | — | — | — | — | — | -1.42% |
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 | 999.39 |
| Min balance | 710.11 |
| Max balance | 1255.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.00 |
| Average monthly return (arithmetic), % | 0.26 |
| Best month, % | 22.80 |
| Worst month, % | -18.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -0.61 |
| Total PnL, % | -0.06 |
| Gross profit | 563.84 |
| Gross loss | 546.81 |
| Trading volume (USDT) | 21966.83 |
| Total transactions (buy/sell) | 38 |
| Total fees | 7.90 |
| Funding net | -9.74 |
| Funding accrued (received) | 11.73 |
| Funding paid | 21.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 6 |
| Los Trades | 31 |
| Win Rate, % | 16.22 |
| Expectancy per trade | 0.4604 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.37 |
| Position max, % of margin balance | 50.17 |
| Max Drawdown | 544.95 |
| Max Drawdown, % | 43.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0312 |
| Recovery Factor (Total PnL / Max DD) | -0.0011 |
| Sharpe ratio (monthly) | 0.1234 |
| Sortino ratio (monthly) | 0.1882 |
| CAGR, % | -0.03 |
| Calmar ratio (CAGR / Max DD%) | -0.0006 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 17.03 | Fee: 7.90 | Vol: 21966.83
Realized PnL by Symbol
Details
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