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
892.58
Total PnL
-107.42 (-10.74%)
Total Trades (Win/Los)
35 (13/22)
Win Rate
37.14%
Max Drawdown
373.17 (30.32%)
Total Fees
8.06
Position avg (max), %
32.02 (48.33)
Profit Factor
0.87
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 | -1.28% | -7.70% | 21.77% | -4.00% | -4.07% | 1.84% | 1.68% | -8.30% | 1.72% | 3.46% | 14.70% | 0.97% | 18.28% |
| 2025 | -12.74% | -0.49% | -0.84% | -7.82% | 3.17% | 0.57% | 3.77% | -7.16% | -3.74% | 3.96% | 9.26% | -6.69% | -19.05% |
| 2026 | -0.23% | 1.28% | 0.84% | -4.14% | -4.55% | 0.01% | — | — | — | — | — | — | -6.75% |
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 | 892.58 |
| Min balance | 857.64 |
| Max balance | 1230.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.38 |
| Average monthly return (arithmetic), % | -0.16 |
| Best month, % | 21.77 |
| Worst month, % | -12.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -107.42 |
| Total PnL, % | -10.74 |
| Gross profit | 663.75 |
| Gross loss | 759.81 |
| Trading volume (USDT) | 22385.07 |
| Total transactions (buy/sell) | 36 |
| Total fees | 8.06 |
| Funding net | -3.30 |
| Funding accrued (received) | 17.40 |
| Funding paid | 20.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 13 |
| Los Trades | 22 |
| Win Rate, % | 37.14 |
| Expectancy per trade | -2.7445 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.02 |
| Position max, % of margin balance | 48.33 |
| Max Drawdown | 373.17 |
| Max Drawdown, % | 30.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8736 |
| Recovery Factor (Total PnL / Max DD) | -0.2878 |
| Sharpe ratio (monthly) | -0.0806 |
| Sortino ratio (monthly) | -0.1292 |
| CAGR, % | -4.60 |
| Calmar ratio (CAGR / Max DD%) | -0.1516 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -96.06 | Fee: 8.06 | Vol: 22385.07
Realized PnL by Symbol
Details
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