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
994.04
Total PnL
-5.96 (-0.60%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
522.02 (39.99%)
Total Fees
2.62
Position avg (max), %
30.70 (48.24)
Profit Factor
1.00
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% | -6.62% | -7.91% | -4.37% | 3.49% | 14.33% | -9.08% | -5.97% |
| 2025 | -2.53% | -6.01% | 4.78% | -4.24% | -1.61% | 0.44% | -5.46% | 5.12% | 1.27% | 1.77% | 8.07% | 1.27% | 1.86% |
| 2026 | 2.68% | 2.84% | 0.19% | 0.06% | -1.95% | 0.01% | — | — | — | — | — | — | 3.81% |
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 | 994.04 |
| Min balance | 783.25 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.02 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -5.96 |
| Total PnL, % | -0.60 |
| Gross profit | 362.21 |
| Gross loss | 361.79 |
| Trading volume (USDT) | 7278.41 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.62 |
| Funding net | -3.76 |
| Funding accrued (received) | 14.85 |
| Funding paid | 18.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | 0.0349 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.70 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 522.02 |
| Max Drawdown, % | 39.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0012 |
| Recovery Factor (Total PnL / Max DD) | -0.0114 |
| Sharpe ratio (monthly) | 0.1208 |
| Sortino ratio (monthly) | 0.1862 |
| CAGR, % | -0.25 |
| Calmar ratio (CAGR / Max DD%) | -0.0062 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 0.42 | Fee: 2.62 | Vol: 7278.41
Realized PnL by Symbol
Details
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