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
993.60
Total PnL
-6.40 (-0.64%)
Total Trades (Win/Los)
31 (11/20)
Win Rate
35.48%
Max Drawdown
364.58 (29.50%)
Total Fees
7.54
Position avg (max), %
31.91 (52.66)
Profit Factor
1.01
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 | -11.23% | 9.95% | 24.23% | -3.09% | -3.59% | 1.83% | -12.93% | -6.73% | 1.83% | 3.59% | 15.20% | -1.26% | 12.39% |
| 2025 | -15.00% | 5.65% | 3.36% | 0.73% | 2.89% | 0.43% | 1.35% | -6.88% | -1.86% | 3.56% | 8.35% | -6.58% | -6.21% |
| 2026 | 1.92% | 1.01% | 0.33% | -4.40% | -4.54% | 0.01% | — | — | — | — | — | — | -5.72% |
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 | 993.60 |
| Min balance | 871.10 |
| Max balance | 1235.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.02 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 24.23 |
| Worst month, % | -15.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -6.40 |
| Total PnL, % | -0.64 |
| Gross profit | 761.54 |
| Gross loss | 756.26 |
| Trading volume (USDT) | 20953.61 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.54 |
| Funding net | -4.14 |
| Funding accrued (received) | 17.33 |
| Funding paid | 21.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 11 |
| Los Trades | 20 |
| Win Rate, % | 35.48 |
| Expectancy per trade | 0.1702 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.91 |
| Position max, % of margin balance | 52.66 |
| Max Drawdown | 364.58 |
| Max Drawdown, % | 29.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0070 |
| Recovery Factor (Total PnL / Max DD) | -0.0176 |
| Sharpe ratio (monthly) | 0.1210 |
| Sortino ratio (monthly) | 0.1909 |
| CAGR, % | -0.27 |
| Calmar ratio (CAGR / Max DD%) | -0.0090 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 5.28 | Fee: 7.54 | Vol: 20953.61
Realized PnL by Symbol
Details
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