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
927.89
Total PnL
-72.11 (-7.21%)
Total Trades (Win/Los)
41 (15/26)
Win Rate
36.59%
Max Drawdown
311.67 (27.17%)
Total Fees
9.26
Position avg (max), %
31.55 (47.78)
Profit Factor
0.93
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 | -5.78% | -1.39% | 21.34% | -1.77% | -3.86% | 1.86% | -12.79% | -8.76% | 2.61% | 3.51% | 14.89% | 0.76% | 6.10% |
| 2025 | -9.83% | 8.98% | -1.05% | -1.58% | -5.77% | -1.21% | 3.70% | -0.45% | -1.57% | -6.41% | 8.46% | -5.23% | -12.91% |
| 2026 | 5.44% | 0.89% | 0.83% | -2.94% | -3.54% | 0.01% | — | — | — | — | — | — | 0.44% |
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 | 927.89 |
| Min balance | 835.32 |
| Max balance | 1147.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.25 |
| Average monthly return (arithmetic), % | -0.02 |
| Best month, % | 21.34 |
| Worst month, % | -12.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -72.11 |
| Total PnL, % | -7.21 |
| Gross profit | 766.06 |
| Gross loss | 824.76 |
| Trading volume (USDT) | 25730.31 |
| Total transactions (buy/sell) | 42 |
| Total fees | 9.26 |
| Funding net | -4.15 |
| Funding accrued (received) | 16.35 |
| Funding paid | 20.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 15 |
| Los Trades | 26 |
| Win Rate, % | 36.59 |
| Expectancy per trade | -1.4317 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.55 |
| Position max, % of margin balance | 47.78 |
| Max Drawdown | 311.67 |
| Max Drawdown, % | 27.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9288 |
| Recovery Factor (Total PnL / Max DD) | -0.2314 |
| Sharpe ratio (monthly) | -0.0106 |
| Sortino ratio (monthly) | -0.0175 |
| CAGR, % | -3.05 |
| Calmar ratio (CAGR / Max DD%) | -0.1123 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -58.70 | Fee: 9.26 | Vol: 25730.31
Realized PnL by Symbol
Details
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