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
881.77
Total PnL
-118.23 (-11.82%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
559.58 (42.97%)
Total Fees
3.01
Position avg (max), %
33.30 (48.35)
Profit Factor
0.77
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 | — | 5.10% | 21.77% | -17.97% | 10.96% | -5.10% | -6.21% | -11.08% | -4.51% | -1.18% | 14.90% | -9.39% | -9.42% |
| 2025 | -6.66% | -6.00% | 4.87% | -4.42% | 1.74% | -0.46% | 3.52% | 5.62% | 1.39% | -2.90% | 8.14% | 1.28% | 5.00% |
| 2026 | 2.70% | 2.86% | -6.68% | 0.19% | -6.12% | 0.01% | — | — | — | — | — | — | -7.26% |
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 | 881.77 |
| Min balance | 742.72 |
| Max balance | 1302.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.43 |
| Average monthly return (arithmetic), % | -0.12 |
| Best month, % | 21.77 |
| Worst month, % | -17.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -118.23 |
| Total PnL, % | -11.82 |
| Gross profit | 341.14 |
| Gross loss | 444.73 |
| Trading volume (USDT) | 8362.86 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.01 |
| Funding net | -11.63 |
| Funding accrued (received) | 12.06 |
| Funding paid | 23.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -7.3998 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.30 |
| Position max, % of margin balance | 48.35 |
| Max Drawdown | 559.58 |
| Max Drawdown, % | 42.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7671 |
| Recovery Factor (Total PnL / Max DD) | -0.2113 |
| Sharpe ratio (monthly) | -0.0548 |
| Sortino ratio (monthly) | -0.0818 |
| CAGR, % | -5.08 |
| Calmar ratio (CAGR / Max DD%) | -0.1182 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -103.60 | Fee: 3.01 | Vol: 8362.86
Realized PnL by Symbol
Details
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