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
992.08
Total PnL
-7.92 (-0.79%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
496.13 (38.01%)
Total Fees
3.20
Position avg (max), %
32.44 (48.24)
Profit Factor
1.01
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% | 10.93% | -9.87% | 1.74% | -8.41% | -4.24% | -0.08% | 14.54% | -9.20% | -2.39% |
| 2025 | -5.80% | -5.99% | 4.76% | -4.33% | 1.70% | -0.45% | 3.43% | 5.47% | 1.36% | -0.47% | 7.88% | 1.25% | 8.01% |
| 2026 | 2.62% | 2.78% | -6.64% | 0.20% | -4.62% | 0.01% | — | — | — | — | — | — | -5.88% |
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 | 992.08 |
| Min balance | 809.15 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.03 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -7.92 |
| Total PnL, % | -0.79 |
| Gross profit | 407.66 |
| Gross loss | 402.07 |
| Trading volume (USDT) | 8910.29 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.20 |
| Funding net | -10.31 |
| Funding accrued (received) | 13.38 |
| Funding paid | 23.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | 0.3992 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.44 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 496.13 |
| Max Drawdown, % | 38.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0139 |
| Recovery Factor (Total PnL / Max DD) | -0.0160 |
| Sharpe ratio (monthly) | 0.1200 |
| Sortino ratio (monthly) | 0.1825 |
| CAGR, % | -0.33 |
| Calmar ratio (CAGR / Max DD%) | -0.0087 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 5.59 | Fee: 3.20 | Vol: 8910.29
Realized PnL by Symbol
Details
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