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
953.82
Total PnL
-46.18 (-4.62%)
Total Trades (Win/Los)
19 (8/11)
Win Rate
42.11%
Max Drawdown
363.72 (29.91%)
Total Fees
4.37
Position avg (max), %
33.45 (53.51)
Profit Factor
0.94
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% | -19.92% | 12.45% | -1.01% | 1.95% | -10.67% | -7.99% | 3.49% | 14.80% | -2.06% | 3.69% |
| 2025 | -3.16% | -3.30% | 4.49% | -4.09% | 1.76% | -6.13% | 1.15% | 5.58% | 1.38% | -2.86% | 8.34% | 1.31% | 3.48% |
| 2026 | -4.14% | 5.85% | -7.19% | 0.19% | -5.78% | 0.01% | — | — | — | — | — | — | -11.08% |
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 | 953.82 |
| Min balance | 852.33 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.16 |
| Average monthly return (arithmetic), % | 0.17 |
| Best month, % | 24.73 |
| Worst month, % | -19.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -46.18 |
| Total PnL, % | -4.62 |
| Gross profit | 517.54 |
| Gross loss | 552.37 |
| Trading volume (USDT) | 12157.95 |
| Total transactions (buy/sell) | 20 |
| Total fees | 4.37 |
| Funding net | -6.97 |
| Funding accrued (received) | 16.02 |
| Funding paid | 22.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 8 |
| Los Trades | 11 |
| Win Rate, % | 42.11 |
| Expectancy per trade | -1.8334 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.45 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 363.72 |
| Max Drawdown, % | 29.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9369 |
| Recovery Factor (Total PnL / Max DD) | -0.1270 |
| Sharpe ratio (monthly) | 0.0707 |
| Sortino ratio (monthly) | 0.1107 |
| CAGR, % | -1.94 |
| Calmar ratio (CAGR / Max DD%) | -0.0648 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -34.84 | Fee: 4.37 | Vol: 12157.95
Realized PnL by Symbol
Details
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