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
874.63
Total PnL
-125.37 (-12.54%)
Total Trades (Win/Los)
31 (14/17)
Win Rate
45.16%
Max Drawdown
437.89 (34.87%)
Total Fees
7.14
Position avg (max), %
32.53 (51.82)
Profit Factor
0.86
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 | -16.06% | 7.80% | -2.53% | -13.12% | 3.33% | -1.23% | 3.51% | -6.92% | -1.82% | 3.40% | 7.99% | -6.34% | -22.63% |
| 2026 | -1.11% | 1.38% | 0.32% | -3.06% | 0.33% | 0.01% | — | — | — | — | — | — | -2.16% |
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 | 874.63 |
| Min balance | 817.74 |
| Max balance | 1255.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.44 |
| Average monthly return (arithmetic), % | -0.13 |
| Best month, % | 23.74 |
| Worst month, % | -16.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -125.37 |
| Total PnL, % | -12.54 |
| Gross profit | 710.06 |
| Gross loss | 821.44 |
| Trading volume (USDT) | 19833.09 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.14 |
| Funding net | -6.86 |
| Funding accrued (received) | 15.16 |
| Funding paid | 22.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 14 |
| Los Trades | 17 |
| Win Rate, % | 45.16 |
| Expectancy per trade | -3.5929 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.53 |
| Position max, % of margin balance | 51.82 |
| Max Drawdown | 437.89 |
| Max Drawdown, % | 34.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8644 |
| Recovery Factor (Total PnL / Max DD) | -0.2863 |
| Sharpe ratio (monthly) | -0.0582 |
| Sortino ratio (monthly) | -0.0871 |
| CAGR, % | -5.40 |
| Calmar ratio (CAGR / Max DD%) | -0.1547 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -111.38 | Fee: 7.14 | Vol: 19833.09
Realized PnL by Symbol
Details
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