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
833.51
Total PnL
-166.49 (-16.65%)
Total Trades (Win/Los)
22 (9/13)
Win Rate
40.91%
Max Drawdown
454.93 (36.17%)
Total Fees
4.67
Position avg (max), %
33.21 (47.70)
Profit Factor
0.70
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 | — | 2.32% | 20.87% | -16.70% | -6.96% | 1.97% | 1.71% | -7.89% | 1.73% | 3.50% | 14.86% | -9.37% | 0.38% |
| 2025 | -5.31% | -5.58% | 4.86% | -4.41% | 1.72% | -3.72% | -2.43% | 5.46% | 1.35% | -0.50% | 7.73% | -6.37% | -8.13% |
| 2026 | -7.25% | 5.78% | -4.63% | 0.18% | -3.57% | 0.01% | — | — | — | — | — | — | -9.60% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 833.51 |
| Min balance | 802.90 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.63 |
| Average monthly return (arithmetic), % | -0.37 |
| Best month, % | 20.87 |
| Worst month, % | -16.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -166.49 |
| Total PnL, % | -16.65 |
| Gross profit | 365.19 |
| Gross loss | 518.90 |
| Trading volume (USDT) | 12991.68 |
| Total transactions (buy/sell) | 23 |
| Total fees | 4.67 |
| Funding net | -8.10 |
| Funding accrued (received) | 13.81 |
| Funding paid | 21.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 9 |
| Los Trades | 13 |
| Win Rate, % | 40.91 |
| Expectancy per trade | -6.9868 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.21 |
| Position max, % of margin balance | 47.70 |
| Max Drawdown | 454.93 |
| Max Drawdown, % | 36.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7038 |
| Recovery Factor (Total PnL / Max DD) | -0.3660 |
| Sharpe ratio (monthly) | -0.1742 |
| Sortino ratio (monthly) | -0.2573 |
| CAGR, % | -7.26 |
| Calmar ratio (CAGR / Max DD%) | -0.2008 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -153.71 | Fee: 4.67 | Vol: 12991.68
Realized PnL by Symbol
Details
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