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
848.00
Total PnL
-152.00 (-15.20%)
Total Trades (Win/Los)
29 (13/16)
Win Rate
44.83%
Max Drawdown
500.71 (38.39%)
Total Fees
6.67
Position avg (max), %
32.88 (53.44)
Profit Factor
0.82
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 | -6.17% | 2.08% | 24.69% | -10.70% | -4.31% | 1.80% | 1.69% | -2.42% | 1.82% | 3.41% | 14.46% | 1.06% | 25.55% |
| 2025 | -13.03% | -4.13% | -1.80% | -8.46% | 3.28% | -1.22% | 3.48% | -11.81% | -3.69% | 3.71% | 8.69% | -6.48% | -29.15% |
| 2026 | -3.84% | 1.34% | 0.55% | -3.01% | 0.33% | 0.01% | — | — | — | — | — | — | -4.64% |
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 | 848.00 |
| Min balance | 803.73 |
| Max balance | 1304.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.55 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 24.69 |
| Worst month, % | -13.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -152.00 |
| Total PnL, % | -15.20 |
| Gross profit | 623.09 |
| Gross loss | 763.86 |
| Trading volume (USDT) | 18527.88 |
| Total transactions (buy/sell) | 30 |
| Total fees | 6.67 |
| Funding net | -4.56 |
| Funding accrued (received) | 17.07 |
| Funding paid | 21.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 13 |
| Los Trades | 16 |
| Win Rate, % | 44.83 |
| Expectancy per trade | -4.8542 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.88 |
| Position max, % of margin balance | 53.44 |
| Max Drawdown | 500.71 |
| Max Drawdown, % | 38.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8157 |
| Recovery Factor (Total PnL / Max DD) | -0.3036 |
| Sharpe ratio (monthly) | -0.1365 |
| Sortino ratio (monthly) | -0.2138 |
| CAGR, % | -6.60 |
| Calmar ratio (CAGR / Max DD%) | -0.1719 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -140.77 | Fee: 6.67 | Vol: 18527.88
Realized PnL by Symbol
Details
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