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
816.64
Total PnL
-183.36 (-18.34%)
Total Trades (Win/Los)
14 (4/10)
Win Rate
28.57%
Max Drawdown
585.48 (44.85%)
Total Fees
2.92
Position avg (max), %
32.44 (49.49)
Profit Factor
0.62
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% | -1.90% | 4.41% | -7.02% | -10.58% | -4.64% | 1.02% | 15.01% | -9.46% | -10.06% |
| 2025 | -5.51% | -5.96% | 4.85% | -4.30% | -1.63% | 0.45% | -6.29% | 5.20% | 1.29% | -0.29% | 8.27% | 1.30% | -3.79% |
| 2026 | 2.74% | 2.90% | -6.63% | 0.19% | -4.56% | 0.01% | — | — | — | — | — | — | -5.60% |
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 | 816.64 |
| Min balance | 719.80 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.70 |
| Average monthly return (arithmetic), % | -0.41 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -183.36 |
| Total PnL, % | -18.34 |
| Gross profit | 301.23 |
| Gross loss | 482.26 |
| Trading volume (USDT) | 8118.54 |
| Total transactions (buy/sell) | 15 |
| Total fees | 2.92 |
| Funding net | 0.60 |
| Funding accrued (received) | 16.96 |
| Funding paid | 16.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 4 |
| Los Trades | 10 |
| Win Rate, % | 28.57 |
| Expectancy per trade | -12.9312 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.44 |
| Position max, % of margin balance | 49.49 |
| Max Drawdown | 585.48 |
| Max Drawdown, % | 44.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6246 |
| Recovery Factor (Total PnL / Max DD) | -0.3132 |
| Sharpe ratio (monthly) | -0.1881 |
| Sortino ratio (monthly) | -0.2737 |
| CAGR, % | -8.05 |
| Calmar ratio (CAGR / Max DD%) | -0.1794 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -181.04 | Fee: 2.92 | Vol: 8118.54
Realized PnL by Symbol
Details
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