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
978.65
Total PnL
-21.35 (-2.14%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
495.61 (37.97%)
Total Fees
2.18
Position avg (max), %
31.31 (50.72)
Profit Factor
0.95
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 | 8.70% | -9.05% | 4.33% | -3.85% | -1.45% | 0.40% | -5.69% | 4.94% | 1.23% | -2.45% | 8.76% | 1.37% | 5.71% |
| 2026 | 2.88% | 3.06% | 0.21% | 0.06% | -3.85% | 0.01% | — | — | — | — | — | — | 2.23% |
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 | 978.65 |
| Min balance | 809.67 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.07 |
| Average monthly return (arithmetic), % | 0.25 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -21.35 |
| Total PnL, % | -2.14 |
| Gross profit | 279.59 |
| Gross loss | 293.95 |
| Trading volume (USDT) | 6076.99 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.18 |
| Funding net | -4.81 |
| Funding accrued (received) | 14.71 |
| Funding paid | 19.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -1.4357 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.31 |
| Position max, % of margin balance | 50.72 |
| Max Drawdown | 495.61 |
| Max Drawdown, % | 37.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9512 |
| Recovery Factor (Total PnL / Max DD) | -0.0431 |
| Sharpe ratio (monthly) | 0.1072 |
| Sortino ratio (monthly) | 0.1622 |
| CAGR, % | -0.89 |
| Calmar ratio (CAGR / Max DD%) | -0.0234 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -14.36 | Fee: 2.18 | Vol: 6076.99
Realized PnL by Symbol
Details
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