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
888.31
Total PnL
-111.69 (-11.17%)
Total Trades (Win/Los)
25 (9/16)
Win Rate
36.00%
Max Drawdown
359.26 (29.24%)
Total Fees
5.89
Position avg (max), %
33.72 (53.44)
Profit Factor
0.86
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% | -1.85% | -8.43% | 3.25% | 0.43% | -1.98% | 5.44% | -3.77% | 3.66% | 8.57% | -6.67% | -10.62% |
| 2026 | -9.64% | 1.63% | 0.84% | 0.18% | -6.81% | 0.01% | — | — | — | — | — | — | -13.54% |
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 | 888.31 |
| Min balance | 869.36 |
| Max balance | 1228.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 24.69 |
| Worst month, % | -13.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -111.69 |
| Total PnL, % | -11.17 |
| Gross profit | 631.02 |
| Gross loss | 735.30 |
| Trading volume (USDT) | 16382.67 |
| Total transactions (buy/sell) | 26 |
| Total fees | 5.89 |
| Funding net | -1.52 |
| Funding accrued (received) | 19.62 |
| Funding paid | 21.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 9 |
| Los Trades | 16 |
| Win Rate, % | 36.00 |
| Expectancy per trade | -4.1710 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.72 |
| Position max, % of margin balance | 53.44 |
| Max Drawdown | 359.26 |
| Max Drawdown, % | 29.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8582 |
| Recovery Factor (Total PnL / Max DD) | -0.3109 |
| Sharpe ratio (monthly) | -0.0653 |
| Sortino ratio (monthly) | -0.1069 |
| CAGR, % | -4.79 |
| Calmar ratio (CAGR / Max DD%) | -0.1637 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -104.28 | Fee: 5.89 | Vol: 16382.67
Realized PnL by Symbol
Details
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