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
718.28
Total PnL
-281.72 (-28.17%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
512.29 (42.13%)
Total Fees
4.79
Position avg (max), %
33.79 (53.51)
Profit Factor
0.61
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% | -6.38% | 5.64% | 1.40% | -2.86% | 8.79% | -6.84% | -13.19% |
| 2026 | -9.76% | 6.25% | -8.20% | 0.19% | -7.14% | 0.01% | — | — | — | — | — | — | -18.10% |
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 | 718.28 |
| Min balance | 703.76 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.10 |
| Average monthly return (arithmetic), % | -0.78 |
| Best month, % | 24.73 |
| Worst month, % | -15.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -281.72 |
| Total PnL, % | -28.17 |
| Gross profit | 428.24 |
| Gross loss | 701.91 |
| Trading volume (USDT) | 13318.39 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.79 |
| Funding net | -3.26 |
| Funding accrued (received) | 16.27 |
| Funding paid | 19.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -11.8988 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.79 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 512.29 |
| Max Drawdown, % | 42.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6101 |
| Recovery Factor (Total PnL / Max DD) | -0.5499 |
| Sharpe ratio (monthly) | -0.3349 |
| Sortino ratio (monthly) | -0.4873 |
| CAGR, % | -12.81 |
| Calmar ratio (CAGR / Max DD%) | -0.3040 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -273.67 | Fee: 4.79 | Vol: 13318.39
Realized PnL by Symbol
Details
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