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
846.99
Total PnL
-153.01 (-15.30%)
Total Trades (Win/Los)
16 (6/10)
Win Rate
37.50%
Max Drawdown
625.25 (47.90%)
Total Fees
3.23
Position avg (max), %
31.46 (48.24)
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 | — | 5.39% | 21.71% | -17.93% | -9.84% | -6.74% | 1.43% | -8.29% | -8.59% | 3.30% | 14.04% | -8.92% | -19.23% |
| 2025 | -4.98% | -5.47% | 4.67% | -4.25% | 1.68% | -0.45% | 3.40% | 5.44% | 1.35% | 1.45% | 7.24% | 1.15% | 10.82% |
| 2026 | 2.42% | 2.58% | -6.56% | 0.19% | -3.79% | 0.01% | — | — | — | — | — | — | -5.35% |
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 | 846.99 |
| Min balance | 680.03 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.57 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -153.01 |
| Total PnL, % | -15.30 |
| Gross profit | 375.86 |
| Gross loss | 516.08 |
| Trading volume (USDT) | 8986.29 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.23 |
| Funding net | -9.55 |
| Funding accrued (received) | 10.72 |
| Funding paid | 20.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 6 |
| Los Trades | 10 |
| Win Rate, % | 37.50 |
| Expectancy per trade | -8.7636 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.46 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 625.25 |
| Max Drawdown, % | 47.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7283 |
| Recovery Factor (Total PnL / Max DD) | -0.2447 |
| Sharpe ratio (monthly) | -0.1313 |
| Sortino ratio (monthly) | -0.1873 |
| CAGR, % | -6.65 |
| Calmar ratio (CAGR / Max DD%) | -0.1387 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -140.22 | Fee: 3.23 | Vol: 8986.29
Realized PnL by Symbol
Details
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