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
937.43
Total PnL
-62.57 (-6.26%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
523.33 (40.09%)
Total Fees
2.14
Position avg (max), %
31.18 (50.43)
Profit Factor
0.82
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 | 8.57% | -8.96% | 4.22% | -3.76% | -1.42% | 0.39% | -5.63% | 5.13% | 1.28% | -2.59% | 8.45% | 1.33% | 5.52% |
| 2026 | 2.79% | 2.96% | 0.20% | 0.06% | -3.85% | 0.01% | — | — | — | — | — | — | 2.04% |
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 | 937.43 |
| Min balance | 781.94 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.22 |
| Average monthly return (arithmetic), % | 0.10 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -62.57 |
| Total PnL, % | -6.26 |
| Gross profit | 254.52 |
| Gross loss | 310.36 |
| Trading volume (USDT) | 5964.27 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.14 |
| Funding net | -4.58 |
| Funding accrued (received) | 14.36 |
| Funding paid | 18.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -5.5847 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.18 |
| Position max, % of margin balance | 50.43 |
| Max Drawdown | 523.33 |
| Max Drawdown, % | 40.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8201 |
| Recovery Factor (Total PnL / Max DD) | -0.1196 |
| Sharpe ratio (monthly) | 0.0418 |
| Sortino ratio (monthly) | 0.0629 |
| CAGR, % | -2.64 |
| Calmar ratio (CAGR / Max DD%) | -0.0659 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -55.85 | Fee: 2.14 | Vol: 5964.27
Realized PnL by Symbol
Details
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