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
888.56
Total PnL
-111.44 (-11.14%)
Total Trades (Win/Los)
35 (14/21)
Win Rate
40.00%
Max Drawdown
395.13 (31.47%)
Total Fees
8.31
Position avg (max), %
32.41 (51.82)
Profit Factor
0.89
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 | -9.24% | 9.73% | 23.74% | -2.70% | -3.74% | 1.88% | -13.13% | -5.23% | 1.81% | 3.47% | 14.72% | -1.22% | 15.57% |
| 2025 | -13.24% | 8.25% | -2.53% | -1.59% | 3.20% | -1.20% | 3.46% | -6.89% | -1.87% | -10.41% | 9.67% | -6.50% | -20.22% |
| 2026 | 3.25% | 0.83% | 0.33% | -3.43% | -4.44% | 0.01% | — | — | — | — | — | — | -3.60% |
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 | 888.56 |
| Min balance | 860.50 |
| Max balance | 1255.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | -0.10 |
| Best month, % | 23.74 |
| Worst month, % | -13.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -111.44 |
| Total PnL, % | -11.14 |
| Gross profit | 770.07 |
| Gross loss | 867.01 |
| Trading volume (USDT) | 23078.32 |
| Total transactions (buy/sell) | 36 |
| Total fees | 8.31 |
| Funding net | -6.20 |
| Funding accrued (received) | 16.33 |
| Funding paid | 22.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 14 |
| Los Trades | 21 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -2.7696 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.41 |
| Position max, % of margin balance | 51.82 |
| Max Drawdown | 395.13 |
| Max Drawdown, % | 31.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8882 |
| Recovery Factor (Total PnL / Max DD) | -0.2820 |
| Sharpe ratio (monthly) | -0.0445 |
| Sortino ratio (monthly) | -0.0703 |
| CAGR, % | -4.78 |
| Calmar ratio (CAGR / Max DD%) | -0.1517 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -96.93 | Fee: 8.31 | Vol: 23078.32
Realized PnL by Symbol
Details
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