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
741.74
Total PnL
-258.26 (-25.83%)
Total Trades (Win/Los)
16 (6/10)
Win Rate
37.50%
Max Drawdown
701.05 (53.71%)
Total Fees
3.04
Position avg (max), %
31.08 (48.24)
Profit Factor
0.53
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% | -9.69% | -6.73% | -8.00% | -7.71% | -8.92% | 3.40% | 14.44% | -9.14% | -26.26% |
| 2025 | -5.06% | -1.29% | 4.20% | -3.75% | -1.41% | 0.39% | -4.92% | 5.08% | 1.26% | 2.31% | 7.65% | 1.21% | 4.91% |
| 2026 | 2.55% | 2.71% | -5.62% | 0.19% | -3.72% | 0.01% | — | — | — | — | — | — | -4.10% |
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 | 741.74 |
| Min balance | 604.23 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.02 |
| Average monthly return (arithmetic), % | -0.74 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -258.26 |
| Total PnL, % | -25.83 |
| Gross profit | 289.81 |
| Gross loss | 542.18 |
| Trading volume (USDT) | 8442.12 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.04 |
| Funding net | -2.86 |
| Funding accrued (received) | 12.73 |
| Funding paid | 15.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 6 |
| Los Trades | 10 |
| Win Rate, % | 37.50 |
| Expectancy per trade | -15.7730 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.08 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 701.05 |
| Max Drawdown, % | 53.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5345 |
| Recovery Factor (Total PnL / Max DD) | -0.3684 |
| Sharpe ratio (monthly) | -0.3345 |
| Sortino ratio (monthly) | -0.4688 |
| CAGR, % | -11.64 |
| Calmar ratio (CAGR / Max DD%) | -0.2167 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -252.37 | Fee: 3.04 | Vol: 8442.12
Realized PnL by Symbol
Details
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