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
805.61
Total PnL
-194.39 (-19.44%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
668.62 (50.01%)
Total Fees
2.05
Position avg (max), %
32.01 (64.11)
Profit Factor
0.56
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% | -7.01% | -10.56% | -4.63% | -4.54% | 0.20% | -9.05% | -25.50% |
| 2025 | 8.35% | -8.37% | 4.58% | -4.07% | -1.54% | 0.42% | -6.02% | 5.20% | 1.29% | -2.64% | 8.36% | 1.31% | 5.42% |
| 2026 | 2.76% | 2.93% | 0.20% | 0.06% | -3.27% | 0.01% | — | — | — | — | — | — | 2.60% |
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 | 805.61 |
| Min balance | 668.46 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.72 |
| Average monthly return (arithmetic), % | -0.42 |
| Best month, % | 22.83 |
| Worst month, % | -18.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -194.39 |
| Total PnL, % | -19.44 |
| Gross profit | 236.24 |
| Gross loss | 425.33 |
| Trading volume (USDT) | 5702.88 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.05 |
| Funding net | -3.25 |
| Funding accrued (received) | 14.43 |
| Funding paid | 17.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -18.9090 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.01 |
| Position max, % of margin balance | 64.11 |
| Max Drawdown | 668.62 |
| Max Drawdown, % | 50.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5554 |
| Recovery Factor (Total PnL / Max DD) | -0.2907 |
| Sharpe ratio (monthly) | -0.1868 |
| Sortino ratio (monthly) | -0.2697 |
| CAGR, % | -8.56 |
| Calmar ratio (CAGR / Max DD%) | -0.1712 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -189.09 | Fee: 2.05 | Vol: 5702.88
Realized PnL by Symbol
Details
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