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
716.17
Total PnL
-283.83 (-28.38%)
Total Trades (Win/Los)
10 (3/7)
Win Rate
30.00%
Max Drawdown
707.67 (54.22%)
Total Fees
1.93
Position avg (max), %
32.13 (69.61)
Profit Factor
0.40
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% | -9.87% | -7.19% | -14.18% | -4.96% | -4.88% | -0.35% | -9.16% | -31.40% |
| 2025 | 8.46% | -8.49% | 4.62% | -4.11% | -1.55% | 0.43% | -8.87% | 4.93% | 1.23% | -2.47% | 8.52% | 1.34% | 2.21% |
| 2026 | 2.81% | 2.98% | 0.20% | 0.06% | -3.79% | 0.01% | — | — | — | — | — | — | 2.15% |
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 | 716.17 |
| Min balance | 597.61 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.14 |
| Average monthly return (arithmetic), % | -0.83 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -283.83 |
| Total PnL, % | -28.38 |
| Gross profit | 189.65 |
| Gross loss | 469.62 |
| Trading volume (USDT) | 5357.83 |
| Total transactions (buy/sell) | 11 |
| Total fees | 1.93 |
| Funding net | -1.93 |
| Funding accrued (received) | 13.85 |
| Funding paid | 15.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 3 |
| Los Trades | 7 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -27.9973 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.13 |
| Position max, % of margin balance | 69.61 |
| Max Drawdown | 707.67 |
| Max Drawdown, % | 54.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4038 |
| Recovery Factor (Total PnL / Max DD) | -0.4011 |
| Sharpe ratio (monthly) | -0.3658 |
| Sortino ratio (monthly) | -0.4928 |
| CAGR, % | -12.91 |
| Calmar ratio (CAGR / Max DD%) | -0.2381 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -279.97 | Fee: 1.93 | Vol: 5357.83
Realized PnL by Symbol
Details
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