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
676.18
Total PnL
-323.82 (-32.38%)
Total Trades (Win/Los)
25 (7/18)
Win Rate
28.00%
Max Drawdown
553.89 (45.55%)
Total Fees
5.06
Position avg (max), %
33.59 (53.51)
Profit Factor
0.56
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% | -15.87% | -5.61% | 1.68% | 1.82% | -13.98% | 1.68% | 3.62% | 15.36% | -1.45% | 1.05% |
| 2025 | -2.91% | -5.41% | 4.70% | -4.27% | 1.76% | -4.59% | 1.30% | -13.89% | 1.28% | -2.56% | 9.09% | -6.58% | -21.60% |
| 2026 | -10.28% | 1.60% | 0.31% | 0.17% | -6.81% | 0.01% | — | — | — | — | — | — | -14.63% |
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 | 676.18 |
| Min balance | 662.16 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.30 |
| Average monthly return (arithmetic), % | -0.98 |
| Best month, % | 24.73 |
| Worst month, % | -15.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -323.82 |
| Total PnL, % | -32.38 |
| Gross profit | 401.16 |
| Gross loss | 716.67 |
| Trading volume (USDT) | 14074.07 |
| Total transactions (buy/sell) | 26 |
| Total fees | 5.06 |
| Funding net | -3.24 |
| Funding accrued (received) | 15.72 |
| Funding paid | 18.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 7 |
| Los Trades | 18 |
| Win Rate, % | 28.00 |
| Expectancy per trade | -12.6206 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.59 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 553.89 |
| Max Drawdown, % | 45.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5598 |
| Recovery Factor (Total PnL / Max DD) | -0.5846 |
| Sharpe ratio (monthly) | -0.4199 |
| Sortino ratio (monthly) | -0.5887 |
| CAGR, % | -14.96 |
| Calmar ratio (CAGR / Max DD%) | -0.3284 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -315.52 | Fee: 5.06 | Vol: 14074.07
Realized PnL by Symbol
Details
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