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
919.79
Total PnL
-80.21 (-8.02%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
424.95 (32.32%)
Total Fees
6.68
Position avg (max), %
33.12 (51.14)
Profit Factor
0.91
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 | -1.28% | 2.57% | 23.35% | -4.61% | -4.03% | 1.77% | 1.78% | -13.91% | 1.79% | 3.74% | 15.85% | -1.49% | 22.87% |
| 2025 | -3.02% | -5.38% | -0.57% | -7.88% | 3.26% | 0.58% | 3.77% | -7.18% | -3.61% | 3.82% | 8.94% | -6.62% | -14.42% |
| 2026 | -9.52% | 1.67% | 0.84% | 0.18% | -5.86% | 0.01% | — | — | — | — | — | — | -12.51% |
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 | 919.79 |
| Min balance | 889.90 |
| Max balance | 1314.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.28 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 23.35 |
| Worst month, % | -13.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -80.21 |
| Total PnL, % | -8.02 |
| Gross profit | 686.82 |
| Gross loss | 758.79 |
| Trading volume (USDT) | 18568.49 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.68 |
| Funding net | -1.55 |
| Funding accrued (received) | 20.40 |
| Funding paid | 21.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | -2.6658 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.12 |
| Position max, % of margin balance | 51.14 |
| Max Drawdown | 424.95 |
| Max Drawdown, % | 32.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9051 |
| Recovery Factor (Total PnL / Max DD) | -0.1888 |
| Sharpe ratio (monthly) | -0.0172 |
| Sortino ratio (monthly) | -0.0282 |
| CAGR, % | -3.40 |
| Calmar ratio (CAGR / Max DD%) | -0.1053 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -71.98 | Fee: 6.68 | Vol: 18568.49
Realized PnL by Symbol
Details
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