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
836.21
Total PnL
-163.79 (-16.38%)
Total Trades (Win/Los)
25 (8/17)
Win Rate
32.00%
Max Drawdown
420.69 (34.59%)
Total Fees
5.49
Position avg (max), %
32.85 (53.51)
Profit Factor
0.75
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 | -6.32% | 2.08% | 24.73% | -15.87% | -5.61% | 1.68% | 1.82% | -6.24% | 1.77% | 3.49% | 14.80% | -1.31% | 9.72% |
| 2025 | -2.92% | -3.40% | 4.47% | -4.08% | 1.74% | -5.22% | 3.53% | -13.73% | 1.30% | -2.59% | 9.30% | -6.57% | -18.44% |
| 2026 | -5.51% | 1.36% | 0.33% | -3.05% | 0.33% | 0.01% | — | — | — | — | — | — | -6.53% |
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 | 836.21 |
| Min balance | 795.36 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.59 |
| Average monthly return (arithmetic), % | -0.32 |
| Best month, % | 24.73 |
| Worst month, % | -15.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -163.79 |
| Total PnL, % | -16.38 |
| Gross profit | 451.77 |
| Gross loss | 603.51 |
| Trading volume (USDT) | 15254.22 |
| Total transactions (buy/sell) | 26 |
| Total fees | 5.49 |
| Funding net | -6.56 |
| Funding accrued (received) | 15.15 |
| Funding paid | 21.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 8 |
| Los Trades | 17 |
| Win Rate, % | 32.00 |
| Expectancy per trade | -6.0696 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.85 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 420.69 |
| Max Drawdown, % | 34.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7486 |
| Recovery Factor (Total PnL / Max DD) | -0.3893 |
| Sharpe ratio (monthly) | -0.1492 |
| Sortino ratio (monthly) | -0.2305 |
| CAGR, % | -7.14 |
| Calmar ratio (CAGR / Max DD%) | -0.2064 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -151.74 | Fee: 5.49 | Vol: 15254.22
Realized PnL by Symbol
Details
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