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
873.86
Total PnL
-126.14 (-12.61%)
Total Trades (Win/Los)
8 (3/5)
Win Rate
37.50%
Max Drawdown
577.55 (44.35%)
Total Fees
1.66
Position avg (max), %
32.21 (57.23)
Profit Factor
0.59
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 | — | 5.10% | 21.77% | -17.97% | 10.96% | -5.10% | 6.62% | -16.10% | -4.21% | -4.10% | 1.13% | -9.15% | -16.54% |
| 2025 | 8.45% | -8.43% | 4.67% | -4.15% | -1.57% | 0.43% | -9.06% | 5.17% | 1.28% | -2.57% | 9.11% | 1.42% | 2.86% |
| 2026 | 2.99% | 3.16% | 0.21% | 0.06% | -4.45% | 0.01% | — | — | — | — | — | — | 1.82% |
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 | 873.86 |
| Min balance | 724.76 |
| Max balance | 1302.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.46 |
| Average monthly return (arithmetic), % | -0.15 |
| Best month, % | 21.77 |
| Worst month, % | -17.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -126.14 |
| Total PnL, % | -12.61 |
| Gross profit | 169.87 |
| Gross loss | 289.09 |
| Trading volume (USDT) | 4624.17 |
| Total transactions (buy/sell) | 9 |
| Total fees | 1.66 |
| Funding net | -5.25 |
| Funding accrued (received) | 14.40 |
| Funding paid | 19.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 3 |
| Los Trades | 5 |
| Win Rate, % | 37.50 |
| Expectancy per trade | -14.9033 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.21 |
| Position max, % of margin balance | 57.23 |
| Max Drawdown | 577.55 |
| Max Drawdown, % | 44.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5876 |
| Recovery Factor (Total PnL / Max DD) | -0.2184 |
| Sharpe ratio (monthly) | -0.0650 |
| Sortino ratio (monthly) | -0.0910 |
| CAGR, % | -5.43 |
| Calmar ratio (CAGR / Max DD%) | -0.1225 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -119.23 | Fee: 1.66 | Vol: 4624.17
Realized PnL by Symbol
Details
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