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
731.43
Total PnL
-268.57 (-26.86%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
499.64 (41.09%)
Total Fees
4.82
Position avg (max), %
33.73 (53.51)
Profit Factor
0.62
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% | -15.87% | -5.61% | 1.68% | 1.82% | -13.98% | 1.68% | 3.62% | 15.36% | -1.45% | 1.05% |
| 2025 | -2.91% | -5.41% | 4.70% | -4.27% | 1.76% | -6.11% | -5.49% | 5.59% | 1.38% | -2.84% | 8.71% | -6.49% | -12.13% |
| 2026 | -9.99% | 6.19% | -7.35% | 0.19% | -7.15% | 0.01% | — | — | — | — | — | — | -17.60% |
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 | 731.43 |
| Min balance | 716.41 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.04 |
| Average monthly return (arithmetic), % | -0.72 |
| Best month, % | 24.73 |
| Worst month, % | -15.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -268.57 |
| Total PnL, % | -26.86 |
| Gross profit | 432.99 |
| Gross loss | 693.39 |
| Trading volume (USDT) | 13392.97 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.82 |
| Funding net | -3.34 |
| Funding accrued (received) | 16.26 |
| Funding paid | 19.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -11.3221 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.73 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 499.64 |
| Max Drawdown, % | 41.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6244 |
| Recovery Factor (Total PnL / Max DD) | -0.5375 |
| Sharpe ratio (monthly) | -0.3130 |
| Sortino ratio (monthly) | -0.4584 |
| CAGR, % | -12.15 |
| Calmar ratio (CAGR / Max DD%) | -0.2957 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -260.41 | Fee: 4.82 | Vol: 13392.97
Realized PnL by Symbol
Details
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