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
799.60
Total PnL
-200.40 (-20.04%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
538.37 (44.35%)
Total Fees
1.97
Position avg (max), %
32.11 (47.17)
Profit Factor
0.43
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 | — | -0.40% | 19.91% | -16.69% | 10.02% | -4.70% | 6.08% | -15.30% | -4.44% | -1.26% | 14.66% | -9.26% | -7.98% |
| 2025 | -10.31% | -6.39% | 4.70% | -4.17% | -1.58% | 0.43% | -9.09% | 5.15% | 1.28% | -2.56% | 9.02% | 1.41% | -13.15% |
| 2026 | 2.96% | 3.14% | -4.64% | -0.14% | -1.04% | 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 | 799.60 |
| Min balance | 675.42 |
| Max balance | 1213.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.77 |
| Average monthly return (arithmetic), % | -0.46 |
| Best month, % | 19.91 |
| Worst month, % | -16.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -200.40 |
| Total PnL, % | -20.04 |
| Gross profit | 144.25 |
| Gross loss | 335.52 |
| Trading volume (USDT) | 5482.77 |
| Total transactions (buy/sell) | 11 |
| Total fees | 1.97 |
| Funding net | -7.17 |
| Funding accrued (received) | 12.14 |
| Funding paid | 19.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -19.1266 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.11 |
| Position max, % of margin balance | 47.17 |
| Max Drawdown | 538.37 |
| Max Drawdown, % | 44.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4299 |
| Recovery Factor (Total PnL / Max DD) | -0.3722 |
| Sharpe ratio (monthly) | -0.1992 |
| Sortino ratio (monthly) | -0.2797 |
| CAGR, % | -8.85 |
| Calmar ratio (CAGR / Max DD%) | -0.1994 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -191.27 | Fee: 1.97 | Vol: 5482.77
Realized PnL by Symbol
Details
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