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
837.03
Total PnL
-162.97 (-16.30%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
557.49 (44.32%)
Total Fees
2.02
Position avg (max), %
31.42 (48.04)
Profit Factor
0.51
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 | — | 2.32% | 20.87% | -17.36% | 10.51% | -4.90% | 6.35% | -15.72% | -4.32% | -1.16% | 14.99% | -9.44% | -5.18% |
| 2025 | -10.16% | -5.95% | 4.84% | -4.29% | -1.63% | 0.45% | -9.18% | 4.97% | 1.24% | -2.48% | 8.72% | 1.37% | -13.10% |
| 2026 | 2.87% | 3.04% | 0.21% | 0.06% | -4.42% | 0.01% | — | — | — | — | — | — | 1.60% |
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 | 837.03 |
| Min balance | 700.34 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.61 |
| Average monthly return (arithmetic), % | -0.28 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -162.97 |
| Total PnL, % | -16.30 |
| Gross profit | 158.53 |
| Gross loss | 313.36 |
| Trading volume (USDT) | 5611.93 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.02 |
| Funding net | -6.12 |
| Funding accrued (received) | 13.20 |
| Funding paid | 19.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -15.4836 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.42 |
| Position max, % of margin balance | 48.04 |
| Max Drawdown | 557.49 |
| Max Drawdown, % | 44.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5059 |
| Recovery Factor (Total PnL / Max DD) | -0.2923 |
| Sharpe ratio (monthly) | -0.1203 |
| Sortino ratio (monthly) | -0.1705 |
| CAGR, % | -7.10 |
| Calmar ratio (CAGR / Max DD%) | -0.1602 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -154.84 | Fee: 2.02 | Vol: 5611.93
Realized PnL by Symbol
Details
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