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
786.87
Total PnL
-213.13 (-21.31%)
Total Trades (Win/Los)
27 (10/17)
Win Rate
37.04%
Max Drawdown
457.77 (37.26%)
Total Fees
6.13
Position avg (max), %
33.65 (53.44)
Profit Factor
0.74
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 | -6.17% | 2.08% | 24.69% | -6.50% | -4.12% | 1.85% | 1.68% | -13.68% | 1.73% | 3.67% | 15.55% | -1.43% | 14.99% |
| 2025 | -3.01% | -5.36% | -0.49% | -8.31% | 3.21% | -1.19% | 3.40% | -12.00% | -3.68% | 3.90% | 9.12% | -6.68% | -20.81% |
| 2026 | -9.86% | 1.84% | 0.84% | 0.18% | -6.81% | 0.01% | — | — | — | — | — | — | -13.57% |
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 | 786.87 |
| Min balance | 770.85 |
| Max balance | 1228.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.80 |
| Average monthly return (arithmetic), % | -0.52 |
| Best month, % | 24.69 |
| Worst month, % | -13.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -213.13 |
| Total PnL, % | -21.31 |
| Gross profit | 584.26 |
| Gross loss | 789.63 |
| Trading volume (USDT) | 17028.57 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.13 |
| Funding net | -1.63 |
| Funding accrued (received) | 18.87 |
| Funding paid | 20.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 10 |
| Los Trades | 17 |
| Win Rate, % | 37.04 |
| Expectancy per trade | -7.6063 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.65 |
| Position max, % of margin balance | 53.44 |
| Max Drawdown | 457.77 |
| Max Drawdown, % | 37.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7399 |
| Recovery Factor (Total PnL / Max DD) | -0.4656 |
| Sharpe ratio (monthly) | -0.2359 |
| Sortino ratio (monthly) | -0.3611 |
| CAGR, % | -9.45 |
| Calmar ratio (CAGR / Max DD%) | -0.2536 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -205.37 | Fee: 6.13 | Vol: 17028.57
Realized PnL by Symbol
Details
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