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
836.10
Total PnL
-163.90 (-16.39%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
421.61 (34.10%)
Total Fees
5.14
Position avg (max), %
33.41 (52.62)
Profit Factor
0.76
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% | -13.33% | -4.99% | 1.69% | 1.81% | -14.03% | 1.64% | 3.61% | 15.30% | -1.35% | 6.51% |
| 2025 | -3.00% | -5.56% | 4.71% | -4.29% | 1.75% | -3.56% | -2.31% | 5.59% | 1.38% | -2.87% | 8.36% | -6.62% | -7.38% |
| 2026 | -9.94% | 6.29% | -5.14% | 0.18% | -6.82% | 0.01% | — | — | — | — | — | — | -15.22% |
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 | 836.10 |
| Min balance | 814.94 |
| Max balance | 1236.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.59 |
| Average monthly return (arithmetic), % | -0.32 |
| Best month, % | 24.21 |
| Worst month, % | -14.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -163.90 |
| Total PnL, % | -16.39 |
| Gross profit | 489.55 |
| Gross loss | 644.62 |
| Trading volume (USDT) | 14290.73 |
| Total transactions (buy/sell) | 24 |
| Total fees | 5.14 |
| Funding net | -3.69 |
| Funding accrued (received) | 17.18 |
| Funding paid | 20.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -6.7422 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.41 |
| Position max, % of margin balance | 52.62 |
| Max Drawdown | 421.61 |
| Max Drawdown, % | 34.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7594 |
| Recovery Factor (Total PnL / Max DD) | -0.3888 |
| Sharpe ratio (monthly) | -0.1439 |
| Sortino ratio (monthly) | -0.2230 |
| CAGR, % | -7.14 |
| Calmar ratio (CAGR / Max DD%) | -0.2096 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -155.07 | Fee: 5.14 | Vol: 14290.73
Realized PnL by Symbol
Details
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