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
985.22
Total PnL
-14.78 (-1.48%)
Total Trades (Win/Los)
8 (4/4)
Win Rate
50.00%
Max Drawdown
434.28 (34.53%)
Total Fees
1.74
Position avg (max), %
31.41 (50.94)
Profit Factor
0.96
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 | 8.75% | -9.06% | 4.39% | -3.91% | -1.48% | 0.40% | -8.70% | 5.20% | 1.29% | -2.62% | 8.63% | 1.35% | 2.36% |
| 2026 | 2.85% | 3.02% | 0.20% | 0.06% | -4.43% | 0.01% | — | — | — | — | — | — | 1.53% |
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 | 985.22 |
| Min balance | 823.55 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.05 |
| Average monthly return (arithmetic), % | 0.28 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -14.78 |
| Total PnL, % | -1.48 |
| Gross profit | 165.81 |
| Gross loss | 171.91 |
| Trading volume (USDT) | 4841.96 |
| Total transactions (buy/sell) | 9 |
| Total fees | 1.74 |
| Funding net | -6.94 |
| Funding accrued (received) | 14.04 |
| Funding paid | 20.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 4 |
| Los Trades | 4 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -0.7626 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.41 |
| Position max, % of margin balance | 50.94 |
| Max Drawdown | 434.28 |
| Max Drawdown, % | 34.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9645 |
| Recovery Factor (Total PnL / Max DD) | -0.0340 |
| Sharpe ratio (monthly) | 0.1191 |
| Sortino ratio (monthly) | 0.1755 |
| CAGR, % | -0.61 |
| Calmar ratio (CAGR / Max DD%) | -0.0178 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -6.10 | Fee: 1.74 | Vol: 4841.96
Realized PnL by Symbol
Details
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