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
951.68
Total PnL
-48.32 (-4.83%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
547.45 (41.94%)
Total Fees
2.57
Position avg (max), %
30.60 (48.24)
Profit Factor
0.89
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% | -9.00% | -7.12% | -7.95% | -4.40% | 3.51% | 14.42% | -9.13% | -6.50% |
| 2025 | -4.95% | -5.48% | 4.90% | -4.34% | -1.65% | 0.45% | -6.27% | 4.95% | 1.23% | 1.69% | 7.73% | 1.22% | -1.64% |
| 2026 | 2.57% | 2.74% | 0.19% | 0.06% | -2.03% | 0.01% | — | — | — | — | — | — | 3.51% |
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 | 951.68 |
| Min balance | 757.83 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.17 |
| Average monthly return (arithmetic), % | 0.12 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -48.32 |
| Total PnL, % | -4.83 |
| Gross profit | 333.91 |
| Gross loss | 375.94 |
| Trading volume (USDT) | 7154.43 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.57 |
| Funding net | -3.71 |
| Funding accrued (received) | 14.54 |
| Funding paid | 18.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | -3.5031 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.60 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 547.45 |
| Max Drawdown, % | 41.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8882 |
| Recovery Factor (Total PnL / Max DD) | -0.0883 |
| Sharpe ratio (monthly) | 0.0542 |
| Sortino ratio (monthly) | 0.0824 |
| CAGR, % | -2.03 |
| Calmar ratio (CAGR / Max DD%) | -0.0484 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -42.04 | Fee: 2.57 | Vol: 7154.43
Realized PnL by Symbol
Details
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