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
852.66
Total PnL
-147.34 (-14.73%)
Total Trades (Win/Los)
33 (12/21)
Win Rate
36.36%
Max Drawdown
387.00 (33.10%)
Total Fees
7.18
Position avg (max), %
32.03 (47.75)
Profit Factor
0.81
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 | -2.00% | -9.23% | 21.44% | -5.04% | -4.22% | 1.77% | 1.67% | -9.43% | 1.72% | 3.49% | 14.79% | 0.87% | 12.23% |
| 2025 | -12.77% | -0.46% | -0.88% | -8.40% | 3.21% | -1.23% | 3.52% | -8.62% | -3.60% | 3.81% | 8.91% | -6.63% | -22.65% |
| 2026 | -1.12% | 1.34% | 0.84% | -3.10% | 0.33% | 0.01% | — | — | — | — | — | — | -1.75% |
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 | 852.66 |
| Min balance | 782.32 |
| Max balance | 1169.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.53 |
| Average monthly return (arithmetic), % | -0.30 |
| Best month, % | 21.44 |
| Worst month, % | -12.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -147.34 |
| Total PnL, % | -14.73 |
| Gross profit | 580.89 |
| Gross loss | 716.63 |
| Trading volume (USDT) | 19959.15 |
| Total transactions (buy/sell) | 34 |
| Total fees | 7.18 |
| Funding net | -4.42 |
| Funding accrued (received) | 15.73 |
| Funding paid | 20.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 12 |
| Los Trades | 21 |
| Win Rate, % | 36.36 |
| Expectancy per trade | -4.1133 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.03 |
| Position max, % of margin balance | 47.75 |
| Max Drawdown | 387.00 |
| Max Drawdown, % | 33.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8106 |
| Recovery Factor (Total PnL / Max DD) | -0.3807 |
| Sharpe ratio (monthly) | -0.1518 |
| Sortino ratio (monthly) | -0.2333 |
| CAGR, % | -6.39 |
| Calmar ratio (CAGR / Max DD%) | -0.1930 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -135.74 | Fee: 7.18 | Vol: 19959.15
Realized PnL by Symbol
Details
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