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
871.10
Total PnL
-128.90 (-12.89%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
353.35 (29.29%)
Total Fees
4.91
Position avg (max), %
34.44 (52.77)
Profit Factor
0.83
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% | 0.53% | 24.30% | -19.65% | 12.23% | 0.88% | 2.03% | -13.95% | 1.78% | 3.76% | 15.90% | -1.45% | 12.77% |
| 2025 | -3.07% | -5.65% | 4.70% | -4.27% | 1.74% | -4.63% | -2.44% | 5.64% | 1.40% | -2.88% | 8.54% | -6.64% | -8.54% |
| 2026 | -9.91% | 6.25% | -5.35% | 0.18% | -6.93% | 0.01% | — | — | — | — | — | — | -15.51% |
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 | 871.10 |
| Min balance | 853.08 |
| Max balance | 1206.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.46 |
| Average monthly return (arithmetic), % | -0.11 |
| Best month, % | 24.30 |
| Worst month, % | -19.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -128.90 |
| Total PnL, % | -12.89 |
| Gross profit | 559.68 |
| Gross loss | 676.86 |
| Trading volume (USDT) | 13637.01 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.91 |
| Funding net | -6.81 |
| Funding accrued (received) | 16.91 |
| Funding paid | 23.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -5.5800 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.44 |
| Position max, % of margin balance | 52.77 |
| Max Drawdown | 353.35 |
| Max Drawdown, % | 29.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8269 |
| Recovery Factor (Total PnL / Max DD) | -0.3648 |
| Sharpe ratio (monthly) | -0.0452 |
| Sortino ratio (monthly) | -0.0681 |
| CAGR, % | -5.55 |
| Calmar ratio (CAGR / Max DD%) | -0.1896 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -117.18 | Fee: 4.91 | Vol: 13637.01
Realized PnL by Symbol
Details
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