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
953.38
Total PnL
-46.62 (-4.66%)
Total Trades (Win/Los)
35 (14/21)
Win Rate
40.00%
Max Drawdown
310.31 (27.61%)
Total Fees
7.72
Position avg (max), %
31.88 (48.56)
Profit Factor
0.95
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% | 1.71% | 3.47% | 14.74% | 0.95% | 1.91% |
| 2025 | -12.83% | 8.97% | -1.12% | -7.14% | 3.19% | -1.23% | 3.50% | -1.83% | -1.55% | 3.45% | 8.12% | -6.55% | -7.06% |
| 2026 | 1.47% | 1.20% | 0.84% | -3.10% | 0.33% | 0.01% | — | — | — | — | — | — | 0.68% |
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 | 953.38 |
| Min balance | 813.59 |
| Max balance | 1123.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.16 |
| Average monthly return (arithmetic), % | 0.08 |
| Best month, % | 21.89 |
| Worst month, % | -12.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -46.62 |
| Total PnL, % | -4.66 |
| Gross profit | 681.38 |
| Gross loss | 715.33 |
| Trading volume (USDT) | 21451.17 |
| Total transactions (buy/sell) | 36 |
| Total fees | 7.72 |
| Funding net | -4.95 |
| Funding accrued (received) | 15.60 |
| Funding paid | 20.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 14 |
| Los Trades | 21 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -0.9701 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.88 |
| Position max, % of margin balance | 48.56 |
| Max Drawdown | 310.31 |
| Max Drawdown, % | 27.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9525 |
| Recovery Factor (Total PnL / Max DD) | -0.1502 |
| Sharpe ratio (monthly) | 0.0413 |
| Sortino ratio (monthly) | 0.0653 |
| CAGR, % | -1.96 |
| Calmar ratio (CAGR / Max DD%) | -0.0709 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -33.95 | Fee: 7.72 | Vol: 21451.17
Realized PnL by Symbol
Details
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