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
925.91
Total PnL
-74.09 (-7.41%)
Total Trades (Win/Los)
39 (15/24)
Win Rate
38.46%
Max Drawdown
315.49 (28.07%)
Total Fees
8.75
Position avg (max), %
31.87 (48.97)
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 | -6.43% | -3.17% | 21.89% | -1.81% | -3.94% | 1.76% | -12.44% | -9.92% | 2.69% | 3.62% | 15.34% | 0.78% | 3.41% |
| 2025 | -10.61% | 8.62% | -1.20% | -1.62% | 3.16% | -1.18% | 3.35% | -1.81% | -1.89% | -8.50% | 8.99% | -6.37% | -10.54% |
| 2026 | 5.44% | 0.89% | 0.83% | -3.24% | -3.55% | 0.01% | — | — | — | — | — | — | 0.11% |
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 | 925.91 |
| Min balance | 808.41 |
| Max balance | 1123.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.26 |
| Average monthly return (arithmetic), % | -0.01 |
| Best month, % | 21.89 |
| Worst month, % | -12.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -74.09 |
| Total PnL, % | -7.41 |
| Gross profit | 739.26 |
| Gross loss | 799.38 |
| Trading volume (USDT) | 24310.74 |
| Total transactions (buy/sell) | 40 |
| Total fees | 8.75 |
| Funding net | -5.23 |
| Funding accrued (received) | 15.85 |
| Funding paid | 21.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 15 |
| Los Trades | 24 |
| Win Rate, % | 38.46 |
| Expectancy per trade | -1.5415 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.87 |
| Position max, % of margin balance | 48.97 |
| Max Drawdown | 315.49 |
| Max Drawdown, % | 28.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9248 |
| Recovery Factor (Total PnL / Max DD) | -0.2349 |
| Sharpe ratio (monthly) | -0.0047 |
| Sortino ratio (monthly) | -0.0076 |
| CAGR, % | -3.14 |
| Calmar ratio (CAGR / Max DD%) | -0.1118 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -60.12 | Fee: 8.75 | Vol: 24310.74
Realized PnL by Symbol
Details
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