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
899.01
Total PnL
-100.99 (-10.10%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
565.03 (43.29%)
Total Fees
3.00
Position avg (max), %
33.02 (48.77)
Profit Factor
0.80
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% | -13.64% | 1.49% | -11.23% | -4.58% | -1.19% | 15.13% | -9.52% | -10.75% |
| 2025 | -5.55% | -6.01% | 4.89% | -4.44% | 1.75% | -0.46% | 3.53% | 5.63% | 1.39% | -0.64% | 7.36% | 1.17% | 7.84% |
| 2026 | 2.46% | 2.62% | -6.53% | 0.19% | -5.12% | 0.01% | — | — | — | — | — | — | -6.57% |
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 | 899.01 |
| Min balance | 740.24 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.37 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -100.99 |
| Total PnL, % | -10.10 |
| Gross profit | 350.56 |
| Gross loss | 438.38 |
| Trading volume (USDT) | 8338.56 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.00 |
| Funding net | -10.18 |
| Funding accrued (received) | 12.57 |
| Funding paid | 22.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -6.2723 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.02 |
| Position max, % of margin balance | 48.77 |
| Max Drawdown | 565.03 |
| Max Drawdown, % | 43.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7997 |
| Recovery Factor (Total PnL / Max DD) | -0.1787 |
| Sharpe ratio (monthly) | -0.0174 |
| Sortino ratio (monthly) | -0.0252 |
| CAGR, % | -4.31 |
| Calmar ratio (CAGR / Max DD%) | -0.0996 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -87.81 | Fee: 3.00 | Vol: 8338.56
Realized PnL by Symbol
Details
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