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
958.56
Total PnL
-41.44 (-4.14%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
512.55 (39.27%)
Total Fees
2.17
Position avg (max), %
31.47 (51.74)
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% | -10.75% | -4.72% | 1.04% | 15.29% | -9.60% | -11.61% |
| 2025 | 8.91% | -9.46% | 4.17% | -3.72% | -1.40% | 0.38% | -5.56% | 5.07% | 1.26% | -2.51% | 8.98% | 1.40% | 5.95% |
| 2026 | 2.95% | 3.12% | 0.21% | 0.06% | -3.84% | 0.01% | — | — | — | — | — | — | 2.38% |
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 | 958.56 |
| Min balance | 792.72 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | 0.18 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -41.44 |
| Total PnL, % | -4.14 |
| Gross profit | 270.14 |
| Gross loss | 304.34 |
| Trading volume (USDT) | 6030.66 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.17 |
| Funding net | -5.07 |
| Funding accrued (received) | 14.42 |
| Funding paid | 19.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -3.4202 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.47 |
| Position max, % of margin balance | 51.74 |
| Max Drawdown | 512.55 |
| Max Drawdown, % | 39.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8876 |
| Recovery Factor (Total PnL / Max DD) | -0.0809 |
| Sharpe ratio (monthly) | 0.0775 |
| Sortino ratio (monthly) | 0.1171 |
| CAGR, % | -1.74 |
| Calmar ratio (CAGR / Max DD%) | -0.0442 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -34.20 | Fee: 2.17 | Vol: 6030.66
Realized PnL by Symbol
Details
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