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
875.15
Total PnL
-124.85 (-12.49%)
Total Trades (Win/Los)
23 (9/14)
Win Rate
39.13%
Max Drawdown
478.82 (39.04%)
Total Fees
4.99
Position avg (max), %
32.97 (51.33)
Profit Factor
0.80
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 | -3.98% | 1.57% | 23.46% | -19.34% | -6.47% | 1.97% | 1.91% | -13.82% | 1.80% | 3.75% | 15.89% | 0.46% | 0.03% |
| 2025 | -2.60% | -5.44% | 4.73% | -4.30% | 2.95% | 0.42% | -1.93% | 5.31% | 1.32% | -2.70% | 8.39% | -4.52% | 0.54% |
| 2026 | -8.50% | 5.84% | -4.74% | 0.17% | -5.83% | 0.01% | — | — | — | — | — | — | -12.97% |
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 | 875.15 |
| Min balance | 747.79 |
| Max balance | 1226.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.44 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 23.46 |
| Worst month, % | -19.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -124.85 |
| Total PnL, % | -12.49 |
| Gross profit | 468.21 |
| Gross loss | 584.91 |
| Trading volume (USDT) | 13869.07 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.99 |
| Funding net | -3.16 |
| Funding accrued (received) | 16.63 |
| Funding paid | 19.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 9 |
| Los Trades | 14 |
| Win Rate, % | 39.13 |
| Expectancy per trade | -5.0739 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.97 |
| Position max, % of margin balance | 51.33 |
| Max Drawdown | 478.82 |
| Max Drawdown, % | 39.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8005 |
| Recovery Factor (Total PnL / Max DD) | -0.2608 |
| Sharpe ratio (monthly) | -0.0624 |
| Sortino ratio (monthly) | -0.0923 |
| CAGR, % | -5.37 |
| Calmar ratio (CAGR / Max DD%) | -0.1376 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -116.70 | Fee: 4.99 | Vol: 13869.07
Realized PnL by Symbol
Details
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