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
759.09
Total PnL
-240.91 (-24.09%)
Total Trades (Win/Los)
14 (4/10)
Win Rate
28.57%
Max Drawdown
621.63 (47.62%)
Total Fees
2.80
Position avg (max), %
32.62 (51.08)
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% | 10.93% | -9.87% | -7.19% | -10.86% | -4.78% | -0.29% | 14.86% | -9.37% | -13.94% |
| 2025 | -6.58% | -5.76% | 4.79% | -4.25% | -1.61% | 0.44% | -6.20% | 5.09% | 1.27% | -0.31% | 7.99% | 1.26% | -4.99% |
| 2026 | 2.65% | 2.82% | -6.52% | 0.19% | -6.08% | 0.01% | — | — | — | — | — | — | -7.14% |
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 | 759.09 |
| Min balance | 683.65 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.95 |
| Average monthly return (arithmetic), % | -0.63 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -240.91 |
| Total PnL, % | -24.09 |
| Gross profit | 265.88 |
| Gross loss | 500.79 |
| Trading volume (USDT) | 7793.45 |
| Total transactions (buy/sell) | 15 |
| Total fees | 2.80 |
| Funding net | -3.19 |
| Funding accrued (received) | 14.73 |
| Funding paid | 17.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 4 |
| Los Trades | 10 |
| Win Rate, % | 28.57 |
| Expectancy per trade | -16.7796 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.62 |
| Position max, % of margin balance | 51.08 |
| Max Drawdown | 621.63 |
| Max Drawdown, % | 47.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5309 |
| Recovery Factor (Total PnL / Max DD) | -0.3875 |
| Sharpe ratio (monthly) | -0.2700 |
| Sortino ratio (monthly) | -0.3867 |
| CAGR, % | -10.79 |
| Calmar ratio (CAGR / Max DD%) | -0.2265 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -234.91 | Fee: 2.80 | Vol: 7793.45
Realized PnL by Symbol
Details
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