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
915.36
Total PnL
-84.64 (-8.46%)
Total Trades (Win/Los)
47 (17/30)
Win Rate
36.17%
Max Drawdown
405.07 (34.46%)
Total Fees
10.08
Position avg (max), %
31.91 (48.21)
Profit Factor
0.92
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 | -4.11% | -1.01% | 21.70% | -1.67% | -4.00% | 1.97% | -8.47% | -6.01% | 2.59% | -8.36% | 14.42% | -6.69% | -3.98% |
| 2025 | -9.60% | 8.46% | -17.23% | 4.96% | -2.30% | 2.66% | 4.76% | -0.16% | 1.99% | -1.27% | 8.18% | -4.40% | -6.96% |
| 2026 | 6.49% | 0.83% | 1.90% | -2.90% | -3.55% | 0.01% | — | — | — | — | — | — | 2.49% |
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 | 915.36 |
| Min balance | 770.36 |
| Max balance | 1175.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.29 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 21.70 |
| Worst month, % | -17.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -84.64 |
| Total PnL, % | -8.46 |
| Gross profit | 763.43 |
| Gross loss | 834.30 |
| Trading volume (USDT) | 28009.23 |
| Total transactions (buy/sell) | 48 |
| Total fees | 10.08 |
| Funding net | -3.69 |
| Funding accrued (received) | 15.96 |
| Funding paid | 19.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 47 |
| Win Trades | 17 |
| Los Trades | 30 |
| Win Rate, % | 36.17 |
| Expectancy per trade | -1.5078 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.91 |
| Position max, % of margin balance | 48.21 |
| Max Drawdown | 405.07 |
| Max Drawdown, % | 34.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9151 |
| Recovery Factor (Total PnL / Max DD) | -0.2090 |
| Sharpe ratio (monthly) | -0.0129 |
| Sortino ratio (monthly) | -0.0197 |
| CAGR, % | -3.60 |
| Calmar ratio (CAGR / Max DD%) | -0.1043 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -70.87 | Fee: 10.08 | Vol: 28009.23
Realized PnL by Symbol
Details
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