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
753.57
Total PnL
-246.43 (-24.64%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
682.97 (52.32%)
Total Fees
1.98
Position avg (max), %
32.61 (68.60)
Profit Factor
0.47
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% | -9.00% | -7.12% | -14.03% | -4.90% | -4.82% | 0.21% | -9.63% | -30.44% |
| 2025 | 8.94% | -9.18% | 4.57% | -4.06% | -1.54% | 0.42% | -6.00% | 5.16% | 1.28% | -2.57% | 8.98% | 1.40% | 5.80% |
| 2026 | 2.95% | 3.12% | 0.21% | 0.06% | -3.81% | 0.01% | — | — | — | — | — | — | 2.42% |
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 | 753.57 |
| Min balance | 622.31 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.97 |
| Average monthly return (arithmetic), % | -0.66 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -246.43 |
| Total PnL, % | -24.64 |
| Gross profit | 215.82 |
| Gross loss | 457.98 |
| Trading volume (USDT) | 5499.16 |
| Total transactions (buy/sell) | 11 |
| Total fees | 1.98 |
| Funding net | -2.30 |
| Funding accrued (received) | 14.11 |
| Funding paid | 16.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -24.2153 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.61 |
| Position max, % of margin balance | 68.60 |
| Max Drawdown | 682.97 |
| Max Drawdown, % | 52.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4713 |
| Recovery Factor (Total PnL / Max DD) | -0.3608 |
| Sharpe ratio (monthly) | -0.2924 |
| Sortino ratio (monthly) | -0.4010 |
| CAGR, % | -11.06 |
| Calmar ratio (CAGR / Max DD%) | -0.2113 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -242.15 | Fee: 1.98 | Vol: 5499.16
Realized PnL by Symbol
Details
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