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
981.03
Total PnL
-18.97 (-1.90%)
Total Trades (Win/Los)
23 (9/14)
Win Rate
39.13%
Max Drawdown
421.20 (33.40%)
Total Fees
5.42
Position avg (max), %
32.75 (51.59)
Profit Factor
0.98
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 | -8.69% | 9.67% | 23.61% | -19.44% | -4.91% | 1.83% | 5.45% | -10.78% | 1.70% | 3.53% | 14.98% | 0.88% | 10.96% |
| 2025 | -2.88% | -5.14% | 4.74% | -4.31% | 2.96% | 0.44% | -2.06% | 5.32% | 1.32% | -2.69% | 8.57% | -4.48% | 0.71% |
| 2026 | -7.73% | 5.84% | -4.67% | 0.18% | -5.86% | 0.01% | — | — | — | — | — | — | -12.18% |
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 | 981.03 |
| Min balance | 839.93 |
| Max balance | 1261.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.25 |
| Best month, % | 23.61 |
| Worst month, % | -19.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -18.97 |
| Total PnL, % | -1.90 |
| Gross profit | 539.94 |
| Gross loss | 549.47 |
| Trading volume (USDT) | 15064.03 |
| Total transactions (buy/sell) | 24 |
| Total fees | 5.42 |
| Funding net | -4.01 |
| Funding accrued (received) | 17.76 |
| Funding paid | 21.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 9 |
| Los Trades | 14 |
| Win Rate, % | 39.13 |
| Expectancy per trade | -0.4145 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.75 |
| Position max, % of margin balance | 51.59 |
| Max Drawdown | 421.20 |
| Max Drawdown, % | 33.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9827 |
| Recovery Factor (Total PnL / Max DD) | -0.0450 |
| Sharpe ratio (monthly) | 0.1078 |
| Sortino ratio (monthly) | 0.1662 |
| CAGR, % | -0.79 |
| Calmar ratio (CAGR / Max DD%) | -0.0236 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -9.53 | Fee: 5.42 | Vol: 15064.03
Realized PnL by Symbol
Details
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