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
921.65
Total PnL
-78.35 (-7.83%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
586.88 (43.89%)
Total Fees
2.13
Position avg (max), %
31.00 (54.05)
Profit Factor
0.79
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 | -2.22% | 9.32% | 22.83% | -18.68% | 11.50% | -9.30% | -6.51% | -7.78% | -4.29% | -4.19% | 5.36% | -8.79% | -17.96% |
| 2025 | 8.09% | -8.11% | 4.46% | -3.97% | -1.50% | 0.41% | -4.39% | 5.00% | 1.24% | -0.28% | 7.96% | 1.26% | 9.18% |
| 2026 | 2.64% | 2.81% | 0.19% | 0.06% | -2.72% | 0.01% | — | — | — | — | — | — | 2.92% |
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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 921.65 |
| Min balance | 750.21 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.27 |
| Average monthly return (arithmetic), % | 0.01 |
| Best month, % | 22.83 |
| Worst month, % | -18.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -78.35 |
| Total PnL, % | -7.83 |
| Gross profit | 271.92 |
| Gross loss | 344.46 |
| Trading volume (USDT) | 5935.51 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.13 |
| Funding net | -3.67 |
| Funding accrued (received) | 14.75 |
| Funding paid | 18.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -7.2538 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.00 |
| Position max, % of margin balance | 54.05 |
| Max Drawdown | 586.88 |
| Max Drawdown, % | 43.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7894 |
| Recovery Factor (Total PnL / Max DD) | -0.1335 |
| Sharpe ratio (monthly) | 0.0063 |
| Sortino ratio (monthly) | 0.0094 |
| CAGR, % | -3.32 |
| Calmar ratio (CAGR / Max DD%) | -0.0757 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -72.54 | Fee: 2.13 | Vol: 5935.51
Realized PnL by Symbol
Details
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