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
784.59
Total PnL
-215.41 (-21.54%)
Total Trades (Win/Los)
22 (9/13)
Win Rate
40.91%
Max Drawdown
501.50 (39.87%)
Total Fees
4.54
Position avg (max), %
33.74 (49.04)
Profit Factor
0.63
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% | -17.06% | -6.99% | 1.98% | 1.72% | -10.65% | 1.75% | 3.63% | 15.37% | -9.65% | -2.80% |
| 2025 | -6.25% | -6.04% | 4.81% | -4.36% | 1.71% | -4.89% | -2.46% | 5.45% | 1.35% | -0.40% | 8.20% | -6.47% | -10.25% |
| 2026 | -7.55% | 5.87% | -4.72% | 0.18% | -3.71% | 0.01% | — | — | — | — | — | — | -10.04% |
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 | 784.59 |
| Min balance | 756.32 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.83 |
| Average monthly return (arithmetic), % | -0.55 |
| Best month, % | 20.87 |
| Worst month, % | -17.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -215.41 |
| Total PnL, % | -21.54 |
| Gross profit | 348.82 |
| Gross loss | 551.67 |
| Trading volume (USDT) | 12615.33 |
| Total transactions (buy/sell) | 23 |
| Total fees | 4.54 |
| Funding net | -8.02 |
| Funding accrued (received) | 13.47 |
| Funding paid | 21.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 9 |
| Los Trades | 13 |
| Win Rate, % | 40.91 |
| Expectancy per trade | -9.2204 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.74 |
| Position max, % of margin balance | 49.04 |
| Max Drawdown | 501.50 |
| Max Drawdown, % | 39.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6323 |
| Recovery Factor (Total PnL / Max DD) | -0.4295 |
| Sharpe ratio (monthly) | -0.2526 |
| Sortino ratio (monthly) | -0.3621 |
| CAGR, % | -9.56 |
| Calmar ratio (CAGR / Max DD%) | -0.2397 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -202.85 | Fee: 4.54 | Vol: 12615.33
Realized PnL by Symbol
Details
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