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
820.75
Total PnL
-179.25 (-17.93%)
Total Trades (Win/Los)
21 (8/13)
Win Rate
38.10%
Max Drawdown
489.60 (40.26%)
Total Fees
4.24
Position avg (max), %
33.23 (53.51)
Profit Factor
0.69
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% | -22.87% | -7.24% | 1.11% | 1.57% | -10.27% | -2.82% | 3.46% | 14.67% | -2.05% | -11.19% |
| 2025 | -3.11% | -3.12% | 4.65% | -4.23% | 1.76% | -6.14% | 1.25% | 5.81% | 1.43% | -2.99% | 8.40% | 1.32% | 4.03% |
| 2026 | -4.19% | 5.83% | -7.17% | 0.19% | -5.79% | 0.01% | — | — | — | — | — | — | -11.14% |
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 | 820.75 |
| Min balance | 726.45 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.66 |
| Average monthly return (arithmetic), % | -0.33 |
| Best month, % | 24.73 |
| Worst month, % | -22.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -179.25 |
| Total PnL, % | -17.93 |
| Gross profit | 379.95 |
| Gross loss | 551.55 |
| Trading volume (USDT) | 11789.87 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.24 |
| Funding net | -3.41 |
| Funding accrued (received) | 15.14 |
| Funding paid | 18.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 8 |
| Los Trades | 13 |
| Win Rate, % | 38.10 |
| Expectancy per trade | -8.1716 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.23 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 489.60 |
| Max Drawdown, % | 40.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6889 |
| Recovery Factor (Total PnL / Max DD) | -0.3661 |
| Sharpe ratio (monthly) | -0.1444 |
| Sortino ratio (monthly) | -0.2093 |
| CAGR, % | -7.85 |
| Calmar ratio (CAGR / Max DD%) | -0.1951 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -171.60 | Fee: 4.24 | Vol: 11789.87
Realized PnL by Symbol
Details
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