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
858.83
Total PnL
-141.17 (-14.12%)
Total Trades (Win/Los)
8 (3/5)
Win Rate
37.50%
Max Drawdown
577.55 (44.51%)
Total Fees
1.65
Position avg (max), %
32.07 (57.56)
Profit Factor
0.54
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 | — | 4.62% | 21.87% | -18.04% | 11.01% | -5.12% | 6.64% | -16.17% | -4.23% | -4.12% | 1.13% | -9.20% | -17.02% |
| 2025 | 8.50% | -8.47% | 4.70% | -4.17% | -1.58% | 0.43% | -9.12% | 5.20% | 1.29% | -2.63% | 8.46% | 1.33% | 2.07% |
| 2026 | 2.79% | 2.96% | 0.20% | 0.06% | -4.43% | 0.01% | — | — | — | — | — | — | 1.43% |
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 | 858.83 |
| Min balance | 719.94 |
| Max balance | 1297.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.52 |
| Average monthly return (arithmetic), % | -0.21 |
| Best month, % | 21.87 |
| Worst month, % | -18.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -141.17 |
| Total PnL, % | -14.12 |
| Gross profit | 155.04 |
| Gross loss | 288.98 |
| Trading volume (USDT) | 4584.49 |
| Total transactions (buy/sell) | 9 |
| Total fees | 1.65 |
| Funding net | -5.58 |
| Funding accrued (received) | 14.05 |
| Funding paid | 19.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 3 |
| Los Trades | 5 |
| Win Rate, % | 37.50 |
| Expectancy per trade | -16.7424 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.07 |
| Position max, % of margin balance | 57.56 |
| Max Drawdown | 577.55 |
| Max Drawdown, % | 44.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5365 |
| Recovery Factor (Total PnL / Max DD) | -0.2444 |
| Sharpe ratio (monthly) | -0.0914 |
| Sortino ratio (monthly) | -0.1273 |
| CAGR, % | -6.11 |
| Calmar ratio (CAGR / Max DD%) | -0.1372 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -133.94 | Fee: 1.65 | Vol: 4584.49
Realized PnL by Symbol
Details
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