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
813.11
Total PnL
-186.89 (-18.69%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
558.50 (43.04%)
Total Fees
2.51
Position avg (max), %
33.17 (48.53)
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 | — | 4.62% | 21.87% | -18.04% | 11.01% | -5.12% | 6.64% | -16.17% | -4.23% | -1.03% | 14.63% | -9.25% | -2.97% |
| 2025 | -7.07% | -6.11% | 4.86% | -4.31% | -1.63% | 0.45% | -9.26% | 5.07% | 1.26% | -2.52% | 8.94% | 1.40% | -10.06% |
| 2026 | 2.94% | 3.11% | -6.69% | 0.19% | -6.10% | 0.01% | — | — | — | — | — | — | -6.81% |
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 | 813.11 |
| Min balance | 738.98 |
| Max balance | 1297.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.71 |
| Average monthly return (arithmetic), % | -0.36 |
| Best month, % | 21.87 |
| Worst month, % | -18.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -186.89 |
| Total PnL, % | -18.69 |
| Gross profit | 201.83 |
| Gross loss | 379.99 |
| Trading volume (USDT) | 6971.03 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.51 |
| Funding net | -6.22 |
| Funding accrued (received) | 14.76 |
| Funding paid | 20.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -14.8469 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.17 |
| Position max, % of margin balance | 48.53 |
| Max Drawdown | 558.50 |
| Max Drawdown, % | 43.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5311 |
| Recovery Factor (Total PnL / Max DD) | -0.3346 |
| Sharpe ratio (monthly) | -0.1500 |
| Sortino ratio (monthly) | -0.2135 |
| CAGR, % | -8.21 |
| Calmar ratio (CAGR / Max DD%) | -0.1907 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -178.16 | Fee: 2.51 | Vol: 6971.03
Realized PnL by Symbol
Details
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