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
794.99
Total PnL
-205.01 (-20.50%)
Total Trades (Win/Los)
25 (9/16)
Win Rate
36.00%
Max Drawdown
458.09 (37.05%)
Total Fees
5.51
Position avg (max), %
33.46 (52.62)
Profit Factor
0.74
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% | -2.32% | -13.58% | 3.38% | 0.42% | -1.94% | 5.33% | 1.32% | -2.72% | 8.33% | -6.47% | -16.71% |
| 2026 | -10.04% | 1.73% | 0.55% | 0.17% | -6.76% | 0.01% | — | — | — | — | — | — | -14.04% |
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 | 794.99 |
| Min balance | 778.47 |
| Max balance | 1236.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.76 |
| Average monthly return (arithmetic), % | -0.48 |
| Best month, % | 24.21 |
| Worst month, % | -13.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -205.01 |
| Total PnL, % | -20.50 |
| Gross profit | 553.56 |
| Gross loss | 748.52 |
| Trading volume (USDT) | 15326.90 |
| Total transactions (buy/sell) | 26 |
| Total fees | 5.51 |
| Funding net | -4.54 |
| Funding accrued (received) | 16.50 |
| Funding paid | 21.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 9 |
| Los Trades | 16 |
| Win Rate, % | 36.00 |
| Expectancy per trade | -7.7985 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.46 |
| Position max, % of margin balance | 52.62 |
| Max Drawdown | 458.09 |
| Max Drawdown, % | 37.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7395 |
| Recovery Factor (Total PnL / Max DD) | -0.4475 |
| Sharpe ratio (monthly) | -0.2221 |
| Sortino ratio (monthly) | -0.3337 |
| CAGR, % | -9.06 |
| Calmar ratio (CAGR / Max DD%) | -0.2447 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -194.96 | Fee: 5.51 | Vol: 15326.90
Realized PnL by Symbol
Details
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