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
840.35
Total PnL
-159.65 (-15.96%)
Total Trades (Win/Los)
8 (3/5)
Win Rate
37.50%
Max Drawdown
554.16 (44.06%)
Total Fees
1.60
Position avg (max), %
31.67 (59.04)
Profit Factor
0.46
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% | -4.22% | 1.16% | -9.41% | -19.14% |
| 2025 | 8.72% | -8.91% | 4.54% | -4.03% | -1.52% | 0.42% | -8.77% | 4.95% | 1.23% | -2.47% | 8.68% | 1.36% | 2.32% |
| 2026 | 2.86% | 3.03% | 0.21% | 0.06% | -4.41% | 0.01% | — | — | — | — | — | — | 1.59% |
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 | 840.35 |
| Min balance | 703.66 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.60 |
| Average monthly return (arithmetic), % | -0.30 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -159.65 |
| Total PnL, % | -15.96 |
| Gross profit | 132.68 |
| Gross loss | 285.98 |
| Trading volume (USDT) | 4451.39 |
| Total transactions (buy/sell) | 9 |
| Total fees | 1.60 |
| Funding net | -4.75 |
| Funding accrued (received) | 13.74 |
| Funding paid | 18.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 3 |
| Los Trades | 5 |
| Win Rate, % | 37.50 |
| Expectancy per trade | -19.1621 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.67 |
| Position max, % of margin balance | 59.04 |
| Max Drawdown | 554.16 |
| Max Drawdown, % | 44.06 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4640 |
| Recovery Factor (Total PnL / Max DD) | -0.2881 |
| Sharpe ratio (monthly) | -0.1362 |
| Sortino ratio (monthly) | -0.1877 |
| CAGR, % | -6.95 |
| Calmar ratio (CAGR / Max DD%) | -0.1577 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -153.30 | Fee: 1.60 | Vol: 4451.39
Realized PnL by Symbol
Details
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