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
933.49
Total PnL
-66.51 (-6.65%)
Total Trades (Win/Los)
21 (9/12)
Win Rate
42.86%
Max Drawdown
400.83 (32.96%)
Total Fees
4.63
Position avg (max), %
32.61 (53.51)
Profit Factor
0.89
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% | -18.09% | -5.76% | 1.73% | 1.70% | -7.82% | -1.91% | 3.43% | 14.56% | -1.23% | 0.79% |
| 2025 | -2.92% | -3.38% | 4.61% | -4.20% | 1.72% | -6.00% | 1.24% | 5.72% | 1.41% | -2.93% | 8.54% | 1.34% | 4.17% |
| 2026 | -4.13% | 5.77% | -7.13% | 0.19% | -5.76% | 0.01% | — | — | — | — | — | — | -11.07% |
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 | 933.49 |
| Min balance | 815.22 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.23 |
| Average monthly return (arithmetic), % | 0.04 |
| Best month, % | 24.73 |
| Worst month, % | -18.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -66.51 |
| Total PnL, % | -6.65 |
| Gross profit | 468.93 |
| Gross loss | 526.95 |
| Trading volume (USDT) | 12862.90 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.63 |
| Funding net | -3.87 |
| Funding accrued (received) | 16.36 |
| Funding paid | 20.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 9 |
| Los Trades | 12 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -2.7627 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.61 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 400.83 |
| Max Drawdown, % | 32.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8899 |
| Recovery Factor (Total PnL / Max DD) | -0.1659 |
| Sharpe ratio (monthly) | 0.0186 |
| Sortino ratio (monthly) | 0.0297 |
| CAGR, % | -2.81 |
| Calmar ratio (CAGR / Max DD%) | -0.0853 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -58.02 | Fee: 4.63 | Vol: 12862.90
Realized PnL by Symbol
Details
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