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
841.49
Total PnL
-158.51 (-15.85%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
420.63 (34.59%)
Total Fees
5.04
Position avg (max), %
32.67 (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% | -8.00% | 1.15% | 3.58% | 15.16% | -1.34% | 7.40% |
| 2025 | -2.98% | -3.48% | 4.57% | -4.16% | 1.70% | -6.05% | 1.18% | -13.77% | 1.29% | -2.57% | 9.17% | 1.43% | -14.50% |
| 2026 | -4.42% | 1.56% | -2.78% | -3.21% | 0.33% | 0.01% | — | — | — | — | — | — | -8.34% |
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 | 841.49 |
| Min balance | 795.42 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.57 |
| Average monthly return (arithmetic), % | -0.30 |
| Best month, % | 24.73 |
| Worst month, % | -15.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -158.51 |
| Total PnL, % | -15.85 |
| Gross profit | 445.05 |
| Gross loss | 593.23 |
| Trading volume (USDT) | 13998.90 |
| Total transactions (buy/sell) | 24 |
| Total fees | 5.04 |
| Funding net | -5.30 |
| Funding accrued (received) | 15.44 |
| Funding paid | 20.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -6.4425 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.67 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 420.63 |
| Max Drawdown, % | 34.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7502 |
| Recovery Factor (Total PnL / Max DD) | -0.3768 |
| Sharpe ratio (monthly) | -0.1406 |
| Sortino ratio (monthly) | -0.2179 |
| CAGR, % | -6.90 |
| Calmar ratio (CAGR / Max DD%) | -0.1994 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -148.18 | Fee: 5.04 | Vol: 13998.90
Realized PnL by Symbol
Details
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