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
728.02
Total PnL
-271.98 (-27.20%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
529.82 (43.57%)
Total Fees
4.02
Position avg (max), %
33.17 (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% | -22.87% | -7.55% | -0.06% | 1.59% | -13.59% | -2.97% | 3.65% | 15.46% | -2.42% | -15.45% |
| 2025 | -2.87% | -5.64% | 4.69% | -4.26% | 1.68% | -5.89% | 1.16% | 5.50% | 1.36% | -2.82% | 8.35% | 1.31% | 1.45% |
| 2026 | -6.17% | 6.15% | -8.27% | 0.20% | -7.27% | 0.01% | — | — | — | — | — | — | -15.11% |
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 | 728.02 |
| Min balance | 686.23 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.05 |
| Average monthly return (arithmetic), % | -0.70 |
| Best month, % | 24.73 |
| Worst month, % | -22.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -271.98 |
| Total PnL, % | -27.20 |
| Gross profit | 333.04 |
| Gross loss | 598.30 |
| Trading volume (USDT) | 11161.78 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.02 |
| Funding net | -2.70 |
| Funding accrued (received) | 14.61 |
| Funding paid | 17.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -12.6315 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.17 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 529.82 |
| Max Drawdown, % | 43.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5566 |
| Recovery Factor (Total PnL / Max DD) | -0.5133 |
| Sharpe ratio (monthly) | -0.2902 |
| Sortino ratio (monthly) | -0.4051 |
| CAGR, % | -12.32 |
| Calmar ratio (CAGR / Max DD%) | -0.2827 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -265.26 | Fee: 4.02 | Vol: 11161.78
Realized PnL by Symbol
Details
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