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
822.97
Total PnL
-177.03 (-17.70%)
Total Trades (Win/Los)
14 (5/9)
Win Rate
35.71%
Max Drawdown
604.52 (46.59%)
Total Fees
2.84
Position avg (max), %
33.39 (48.53)
Profit Factor
0.64
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 | — | 4.62% | 21.87% | -18.04% | 11.01% | -5.12% | -11.68% | -11.22% | -4.44% | -1.22% | 15.08% | -9.49% | -15.14% |
| 2025 | -7.14% | -5.88% | 4.90% | -4.44% | 1.76% | -0.47% | 3.55% | 5.66% | 1.40% | -2.93% | 8.04% | 1.27% | 4.55% |
| 2026 | 2.67% | 2.83% | -6.66% | 0.19% | -6.05% | 0.01% | — | — | — | — | — | — | -7.22% |
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 | 822.97 |
| Min balance | 692.97 |
| Max balance | 1297.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.67 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 21.87 |
| Worst month, % | -18.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -177.03 |
| Total PnL, % | -17.70 |
| Gross profit | 286.82 |
| Gross loss | 449.38 |
| Trading volume (USDT) | 7904.37 |
| Total transactions (buy/sell) | 15 |
| Total fees | 2.84 |
| Funding net | -11.62 |
| Funding accrued (received) | 11.21 |
| Funding paid | 22.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 5 |
| Los Trades | 9 |
| Win Rate, % | 35.71 |
| Expectancy per trade | -11.6118 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.39 |
| Position max, % of margin balance | 48.53 |
| Max Drawdown | 604.52 |
| Max Drawdown, % | 46.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6382 |
| Recovery Factor (Total PnL / Max DD) | -0.2928 |
| Sharpe ratio (monthly) | -0.1454 |
| Sortino ratio (monthly) | -0.2100 |
| CAGR, % | -7.75 |
| Calmar ratio (CAGR / Max DD%) | -0.1664 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -162.57 | Fee: 2.84 | Vol: 7904.37
Realized PnL by Symbol
Details
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