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
988.67
Total PnL
-11.33 (-1.13%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
376.02 (28.16%)
Total Fees
6.86
Position avg (max), %
32.82 (51.31)
Profit Factor
1.00
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 | 0.25% | 2.72% | 22.96% | -4.54% | -3.97% | 2.07% | 1.87% | -13.77% | 1.71% | 3.67% | 15.55% | -1.47% | 24.93% |
| 2025 | -2.97% | -5.12% | -0.46% | -7.72% | 3.19% | 2.64% | 4.24% | -6.91% | -3.64% | 3.85% | 9.00% | -5.26% | -10.19% |
| 2026 | -8.80% | 1.56% | 0.84% | 0.18% | -5.81% | 0.01% | — | — | — | — | — | — | -11.86% |
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 | 988.67 |
| Min balance | 945.88 |
| Max balance | 1335.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.20 |
| Best month, % | 22.96 |
| Worst month, % | -13.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -11.33 |
| Total PnL, % | -1.13 |
| Gross profit | 734.26 |
| Gross loss | 737.37 |
| Trading volume (USDT) | 19057.30 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.86 |
| Funding net | -1.36 |
| Funding accrued (received) | 20.99 |
| Funding paid | 22.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | -0.1150 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.82 |
| Position max, % of margin balance | 51.31 |
| Max Drawdown | 376.02 |
| Max Drawdown, % | 28.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9958 |
| Recovery Factor (Total PnL / Max DD) | -0.0301 |
| Sharpe ratio (monthly) | 0.0971 |
| Sortino ratio (monthly) | 0.1620 |
| CAGR, % | -0.47 |
| Calmar ratio (CAGR / Max DD%) | -0.0167 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -3.11 | Fee: 6.86 | Vol: 19057.30
Realized PnL by Symbol
Details
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