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
692.20
Total PnL
-307.80 (-30.78%)
Total Trades (Win/Los)
27 (9/18)
Win Rate
33.33%
Max Drawdown
558.37 (45.16%)
Total Fees
5.71
Position avg (max), %
33.56 (52.62)
Profit Factor
0.63
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 | -4.46% | 2.24% | 24.21% | -10.35% | -4.52% | 1.76% | 1.66% | -13.64% | 1.66% | 3.63% | 15.36% | -1.50% | 11.07% |
| 2025 | -2.88% | -5.13% | -1.84% | -13.52% | 3.36% | -1.18% | 3.39% | -13.69% | -3.80% | 3.82% | 8.93% | -6.48% | -27.47% |
| 2026 | -9.98% | 1.77% | 0.55% | 0.18% | -6.88% | 0.01% | — | — | — | — | — | — | -14.05% |
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 | 692.20 |
| Min balance | 678.18 |
| Max balance | 1236.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.22 |
| Average monthly return (arithmetic), % | -0.91 |
| Best month, % | 24.21 |
| Worst month, % | -13.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -307.80 |
| Total PnL, % | -30.78 |
| Gross profit | 510.54 |
| Gross loss | 809.42 |
| Trading volume (USDT) | 15872.51 |
| Total transactions (buy/sell) | 28 |
| Total fees | 5.71 |
| Funding net | -3.20 |
| Funding accrued (received) | 16.47 |
| Funding paid | 19.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 9 |
| Los Trades | 18 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -11.0698 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.56 |
| Position max, % of margin balance | 52.62 |
| Max Drawdown | 558.37 |
| Max Drawdown, % | 45.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6307 |
| Recovery Factor (Total PnL / Max DD) | -0.5512 |
| Sharpe ratio (monthly) | -0.3972 |
| Sortino ratio (monthly) | -0.5611 |
| CAGR, % | -14.13 |
| Calmar ratio (CAGR / Max DD%) | -0.3129 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -298.88 | Fee: 5.71 | Vol: 15872.51
Realized PnL by Symbol
Details
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