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
693.00
Total PnL
-307.00 (-30.70%)
Total Trades (Win/Los)
29 (12/17)
Win Rate
41.38%
Max Drawdown
588.66 (47.15%)
Total Fees
6.01
Position avg (max), %
33.20 (52.62)
Profit Factor
0.63
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 | -4.46% | 2.24% | 24.21% | -13.33% | -4.99% | 1.69% | 1.81% | -4.52% | 1.73% | 3.40% | 14.45% | -1.20% | 17.47% |
| 2025 | -15.80% | -3.93% | -2.30% | -13.59% | 3.33% | -1.21% | 3.47% | -13.98% | 1.29% | -2.57% | 9.07% | -6.65% | -37.66% |
| 2026 | -4.30% | 1.31% | 0.33% | -3.02% | 0.33% | 0.01% | — | — | — | — | — | — | -5.34% |
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 | 693.00 |
| Min balance | 659.75 |
| Max balance | 1248.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.21 |
| Average monthly return (arithmetic), % | -0.91 |
| Best month, % | 24.21 |
| Worst month, % | -15.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -307.00 |
| Total PnL, % | -30.70 |
| Gross profit | 492.49 |
| Gross loss | 786.30 |
| Trading volume (USDT) | 16710.11 |
| Total transactions (buy/sell) | 30 |
| Total fees | 6.01 |
| Funding net | -7.18 |
| Funding accrued (received) | 13.82 |
| Funding paid | 21.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 12 |
| Los Trades | 17 |
| Win Rate, % | 41.38 |
| Expectancy per trade | -10.1313 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.20 |
| Position max, % of margin balance | 52.62 |
| Max Drawdown | 588.66 |
| Max Drawdown, % | 47.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6263 |
| Recovery Factor (Total PnL / Max DD) | -0.5215 |
| Sharpe ratio (monthly) | -0.3966 |
| Sortino ratio (monthly) | -0.5508 |
| CAGR, % | -14.09 |
| Calmar ratio (CAGR / Max DD%) | -0.2988 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -293.81 | Fee: 6.01 | Vol: 16710.11
Realized PnL by Symbol
Details
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