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
804.96
Total PnL
-195.04 (-19.50%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
397.95 (33.54%)
Total Fees
4.72
Position avg (max), %
34.34 (53.28)
Profit Factor
0.74
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% | -0.67% | 24.59% | -19.84% | 12.38% | 0.89% | 1.90% | -13.64% | 1.66% | 3.63% | 15.37% | -1.50% | 11.00% |
| 2025 | -2.88% | -5.14% | 4.74% | -4.30% | 1.75% | -6.09% | -5.47% | 5.66% | 1.40% | -2.90% | 8.46% | -6.48% | -11.98% |
| 2026 | -10.15% | 6.12% | -7.23% | 0.19% | -7.03% | 0.01% | — | — | — | — | — | — | -17.60% |
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 | 804.96 |
| Min balance | 788.44 |
| Max balance | 1186.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.72 |
| Average monthly return (arithmetic), % | -0.36 |
| Best month, % | 24.59 |
| Worst month, % | -19.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -195.04 |
| Total PnL, % | -19.50 |
| Gross profit | 522.92 |
| Gross loss | 706.15 |
| Trading volume (USDT) | 13126.48 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.72 |
| Funding net | -7.08 |
| Funding accrued (received) | 16.17 |
| Funding paid | 23.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -8.7253 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.34 |
| Position max, % of margin balance | 53.28 |
| Max Drawdown | 397.95 |
| Max Drawdown, % | 33.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7405 |
| Recovery Factor (Total PnL / Max DD) | -0.4901 |
| Sharpe ratio (monthly) | -0.1476 |
| Sortino ratio (monthly) | -0.2180 |
| CAGR, % | -8.59 |
| Calmar ratio (CAGR / Max DD%) | -0.2562 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -183.23 | Fee: 4.72 | Vol: 13126.48
Realized PnL by Symbol
Details
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