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
745.79
Total PnL
-254.21 (-25.42%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
485.78 (39.95%)
Total Fees
4.26
Position avg (max), %
33.00 (53.51)
Profit Factor
0.60
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% | -18.09% | -5.76% | 1.10% | 1.71% | -13.78% | -2.20% | 3.70% | 15.66% | -1.59% | -5.77% |
| 2025 | -2.85% | -5.32% | 4.75% | -4.31% | 1.69% | -6.05% | -7.27% | 5.38% | 1.33% | -2.71% | 8.83% | 1.38% | -6.37% |
| 2026 | -6.60% | 6.00% | -8.25% | 0.19% | -7.12% | 0.01% | — | — | — | — | — | — | -15.46% |
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 | 745.79 |
| Min balance | 730.28 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.97 |
| Average monthly return (arithmetic), % | -0.66 |
| Best month, % | 24.73 |
| Worst month, % | -18.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -254.21 |
| Total PnL, % | -25.42 |
| Gross profit | 371.32 |
| Gross loss | 618.99 |
| Trading volume (USDT) | 11842.93 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.26 |
| Funding net | -2.28 |
| Funding accrued (received) | 15.70 |
| Funding paid | 17.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -11.7936 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.00 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 485.78 |
| Max Drawdown, % | 39.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5999 |
| Recovery Factor (Total PnL / Max DD) | -0.5233 |
| Sharpe ratio (monthly) | -0.2815 |
| Sortino ratio (monthly) | -0.4117 |
| CAGR, % | -11.44 |
| Calmar ratio (CAGR / Max DD%) | -0.2863 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -247.66 | Fee: 4.26 | Vol: 11842.93
Realized PnL by Symbol
Details
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