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
764.59
Total PnL
-235.41 (-23.54%)
Total Trades (Win/Los)
25 (8/17)
Win Rate
32.00%
Max Drawdown
466.48 (38.36%)
Total Fees
5.33
Position avg (max), %
33.13 (53.51)
Profit Factor
0.66
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% | -8.00% | 1.76% | 3.56% | 15.07% | -1.34% | 7.95% |
| 2025 | -2.96% | -3.46% | 4.55% | -4.14% | 1.69% | -6.01% | 1.17% | -13.70% | 1.28% | -2.55% | 9.11% | -6.80% | -21.36% |
| 2026 | -6.00% | 1.43% | -2.74% | -3.18% | 0.33% | 0.01% | — | — | — | — | — | — | -9.91% |
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 | 764.59 |
| Min balance | 749.57 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.89 |
| Average monthly return (arithmetic), % | -0.61 |
| Best month, % | 24.73 |
| Worst month, % | -15.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -235.41 |
| Total PnL, % | -23.54 |
| Gross profit | 441.65 |
| Gross loss | 666.05 |
| Trading volume (USDT) | 14821.36 |
| Total transactions (buy/sell) | 26 |
| Total fees | 5.33 |
| Funding net | -5.68 |
| Funding accrued (received) | 15.26 |
| Funding paid | 20.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 8 |
| Los Trades | 17 |
| Win Rate, % | 32.00 |
| Expectancy per trade | -8.9762 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.13 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 466.48 |
| Max Drawdown, % | 38.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6631 |
| Recovery Factor (Total PnL / Max DD) | -0.5047 |
| Sharpe ratio (monthly) | -0.2803 |
| Sortino ratio (monthly) | -0.4229 |
| CAGR, % | -10.52 |
| Calmar ratio (CAGR / Max DD%) | -0.2742 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -224.40 | Fee: 5.33 | Vol: 14821.36
Realized PnL by Symbol
Details
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