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
810.53
Total PnL
-189.47 (-18.95%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
632.51 (48.46%)
Total Fees
2.01
Position avg (max), %
32.45 (53.91)
Profit Factor
0.52
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% | -13.64% | -8.03% | -14.22% | -5.02% | -1.54% | 15.59% | -9.77% | -22.40% |
| 2025 | 9.08% | -9.49% | 4.42% | -3.94% | -1.49% | 0.41% | -8.73% | 5.17% | 1.28% | -2.57% | 9.06% | 1.42% | 2.63% |
| 2026 | 2.97% | 3.15% | 0.21% | 0.06% | -4.44% | 0.01% | — | — | — | — | — | — | 1.79% |
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 | 810.53 |
| Min balance | 672.77 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.72 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -189.47 |
| Total PnL, % | -18.95 |
| Gross profit | 196.35 |
| Gross loss | 379.86 |
| Trading volume (USDT) | 5584.68 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.01 |
| Funding net | -3.95 |
| Funding accrued (received) | 13.84 |
| Funding paid | 17.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -18.3511 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.45 |
| Position max, % of margin balance | 53.91 |
| Max Drawdown | 632.51 |
| Max Drawdown, % | 48.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5169 |
| Recovery Factor (Total PnL / Max DD) | -0.2996 |
| Sharpe ratio (monthly) | -0.1362 |
| Sortino ratio (monthly) | -0.1919 |
| CAGR, % | -8.33 |
| Calmar ratio (CAGR / Max DD%) | -0.1719 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -183.51 | Fee: 2.01 | Vol: 5584.68
Realized PnL by Symbol
Details
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