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
813.94
Total PnL
-186.06 (-18.61%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
634.46 (48.61%)
Total Fees
2.44
Position avg (max), %
31.61 (50.43)
Profit Factor
0.59
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% | -10.75% | -4.72% | -0.29% | 14.68% | -9.27% | -12.91% |
| 2025 | -6.50% | -5.69% | 4.73% | -4.20% | -1.59% | 0.44% | -9.15% | 5.18% | 1.29% | -2.58% | 9.08% | 1.42% | -8.77% |
| 2026 | 2.98% | 3.15% | 0.21% | 0.06% | -3.82% | 0.01% | — | — | — | — | — | — | 2.47% |
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 | 813.94 |
| Min balance | 670.82 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.71 |
| Average monthly return (arithmetic), % | -0.39 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -186.06 |
| Total PnL, % | -18.61 |
| Gross profit | 259.13 |
| Gross loss | 439.79 |
| Trading volume (USDT) | 6785.49 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.44 |
| Funding net | -2.95 |
| Funding accrued (received) | 14.39 |
| Funding paid | 17.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -15.0556 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.61 |
| Position max, % of margin balance | 50.43 |
| Max Drawdown | 634.46 |
| Max Drawdown, % | 48.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5892 |
| Recovery Factor (Total PnL / Max DD) | -0.2932 |
| Sharpe ratio (monthly) | -0.1686 |
| Sortino ratio (monthly) | -0.2458 |
| CAGR, % | -8.17 |
| Calmar ratio (CAGR / Max DD%) | -0.1681 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -180.67 | Fee: 2.44 | Vol: 6785.49
Realized PnL by Symbol
Details
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