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
813.28
Total PnL
-186.72 (-18.67%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
548.24 (44.31%)
Total Fees
2.00
Position avg (max), %
32.39 (48.54)
Profit Factor
0.45
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 | — | 1.11% | 20.37% | -17.01% | 10.25% | -4.80% | 6.21% | -15.49% | -4.37% | -1.18% | 15.18% | -9.54% | -6.30% |
| 2025 | -10.28% | -6.03% | 4.90% | -4.34% | -1.65% | 0.45% | -9.31% | 5.05% | 1.26% | -2.51% | 8.85% | 1.39% | -13.25% |
| 2026 | 2.91% | 3.09% | -4.57% | -0.14% | -1.02% | 0.01% | — | — | — | — | — | — | 0.08% |
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 | 813.28 |
| Min balance | 689.10 |
| Max balance | 1237.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.71 |
| Average monthly return (arithmetic), % | -0.39 |
| Best month, % | 20.37 |
| Worst month, % | -17.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -186.72 |
| Total PnL, % | -18.67 |
| Gross profit | 145.55 |
| Gross loss | 322.82 |
| Trading volume (USDT) | 5561.49 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.00 |
| Funding net | -7.45 |
| Funding accrued (received) | 12.45 |
| Funding paid | 19.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -17.7272 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.39 |
| Position max, % of margin balance | 48.54 |
| Max Drawdown | 548.24 |
| Max Drawdown, % | 44.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4509 |
| Recovery Factor (Total PnL / Max DD) | -0.3406 |
| Sharpe ratio (monthly) | -0.1663 |
| Sortino ratio (monthly) | -0.2348 |
| CAGR, % | -8.20 |
| Calmar ratio (CAGR / Max DD%) | -0.1851 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -177.27 | Fee: 2.00 | Vol: 5561.49
Realized PnL by Symbol
Details
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