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
905.10
Total PnL
-94.90 (-9.49%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
572.28 (43.84%)
Total Fees
2.52
Position avg (max), %
31.15 (50.43)
Profit Factor
0.78
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% | 3.64% | 14.90% | -9.39% | -9.43% |
| 2025 | -4.72% | -5.87% | 4.77% | -4.23% | -1.60% | 0.44% | -6.18% | 5.11% | 1.27% | -0.29% | 8.13% | 1.28% | -3.01% |
| 2026 | 2.69% | 2.86% | 0.19% | 0.06% | -2.70% | 0.01% | — | — | — | — | — | — | 3.05% |
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 | 905.10 |
| Min balance | 733.00 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.34 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -94.90 |
| Total PnL, % | -9.49 |
| Gross profit | 315.37 |
| Gross loss | 403.82 |
| Trading volume (USDT) | 7007.38 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.52 |
| Funding net | -3.93 |
| Funding accrued (received) | 14.32 |
| Funding paid | 18.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -7.3711 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.15 |
| Position max, % of margin balance | 50.43 |
| Max Drawdown | 572.28 |
| Max Drawdown, % | 43.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7810 |
| Recovery Factor (Total PnL / Max DD) | -0.1658 |
| Sharpe ratio (monthly) | -0.0167 |
| Sortino ratio (monthly) | -0.0249 |
| CAGR, % | -4.04 |
| Calmar ratio (CAGR / Max DD%) | -0.0923 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -88.45 | Fee: 2.52 | Vol: 7007.38
Realized PnL by Symbol
Details
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