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
836.15
Total PnL
-163.85 (-16.38%)
Total Trades (Win/Los)
84 (17/67)
Win Rate
20.24%
Max Drawdown
316.11 (30.13%)
Total Fees
17.72
Position avg (max), %
31.36 (46.77)
Profit Factor
0.82
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 | -11.02% | 9.60% | -7.00% | -5.88% | -0.97% | 3.07% | -0.51% | -12.86% | 4.33% | 1.43% | 14.51% | 4.24% | -4.58% |
| 2025 | 2.63% | 3.01% | -4.45% | 1.25% | 5.71% | 0.38% | -4.19% | 0.02% | -1.54% | -5.73% | 8.26% | -6.15% | -1.93% |
| 2026 | -3.57% | 1.38% | -4.56% | -1.37% | -2.91% | 0.01% | — | — | — | — | — | — | -10.63% |
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 | 836.15 |
| Min balance | 732.94 |
| Max balance | 1085.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.59 |
| Average monthly return (arithmetic), % | -0.43 |
| Best month, % | 14.51 |
| Worst month, % | -12.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -163.85 |
| Total PnL, % | -16.38 |
| Gross profit | 675.25 |
| Gross loss | 818.79 |
| Trading volume (USDT) | 49228.72 |
| Total transactions (buy/sell) | 86 |
| Total fees | 17.72 |
| Funding net | -2.59 |
| Funding accrued (received) | 15.40 |
| Funding paid | 18.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 17 |
| Los Trades | 67 |
| Win Rate, % | 20.24 |
| Expectancy per trade | -1.7088 |
| Max consecutive wins | 2 |
| Max consecutive losses | 17 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.36 |
| Position max, % of margin balance | 46.77 |
| Max Drawdown | 316.11 |
| Max Drawdown, % | 30.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8247 |
| Recovery Factor (Total PnL / Max DD) | -0.5183 |
| Sharpe ratio (monthly) | -0.2583 |
| Sortino ratio (monthly) | -0.3548 |
| CAGR, % | -7.14 |
| Calmar ratio (CAGR / Max DD%) | -0.2370 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -143.54 | Fee: 17.72 | Vol: 49228.72
Realized PnL by Symbol
Details
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