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
904.69
Total PnL
-95.31 (-9.53%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
346.64 (28.12%)
Total Fees
5.03
Position avg (max), %
34.00 (51.86)
Profit Factor
0.87
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 | -4.46% | 1.47% | 23.61% | -19.19% | 11.89% | 0.99% | 1.90% | -13.73% | 1.68% | 3.66% | 15.48% | -1.42% | 15.40% |
| 2025 | -3.00% | -5.34% | 4.80% | -4.36% | 1.77% | -3.59% | -2.35% | 5.42% | 1.34% | -2.74% | 8.74% | -6.70% | -7.04% |
| 2026 | -10.13% | 6.25% | -5.33% | 0.18% | -6.86% | 0.01% | — | — | — | — | — | — | -15.65% |
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 | 904.69 |
| Min balance | 881.82 |
| Max balance | 1232.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.33 |
| Average monthly return (arithmetic), % | 0.00 |
| Best month, % | 23.61 |
| Worst month, % | -19.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -95.31 |
| Total PnL, % | -9.53 |
| Gross profit | 572.14 |
| Gross loss | 656.02 |
| Trading volume (USDT) | 13967.95 |
| Total transactions (buy/sell) | 22 |
| Total fees | 5.03 |
| Funding net | -6.41 |
| Funding accrued (received) | 17.50 |
| Funding paid | 23.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -3.9943 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.00 |
| Position max, % of margin balance | 51.86 |
| Max Drawdown | 346.64 |
| Max Drawdown, % | 28.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8721 |
| Recovery Factor (Total PnL / Max DD) | -0.2750 |
| Sharpe ratio (monthly) | -0.0004 |
| Sortino ratio (monthly) | -0.0005 |
| CAGR, % | -4.06 |
| Calmar ratio (CAGR / Max DD%) | -0.1445 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -83.88 | Fee: 5.03 | Vol: 13967.95
Realized PnL by Symbol
Details
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