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
728.57
Total PnL
-271.43 (-27.14%)
Total Trades (Win/Los)
22 (8/14)
Win Rate
36.36%
Max Drawdown
545.26 (43.35%)
Total Fees
4.45
Position avg (max), %
34.03 (49.21)
Profit Factor
0.55
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% | -17.36% | -7.02% | 1.99% | 1.73% | -10.69% | 1.75% | 3.64% | 15.43% | -9.68% | -3.18% |
| 2025 | -6.73% | -6.10% | 4.85% | -4.41% | 1.73% | -6.04% | -2.51% | 5.57% | 1.38% | -2.84% | 8.58% | -6.48% | -13.63% |
| 2026 | -9.07% | 5.94% | -4.70% | 0.18% | -5.25% | 0.01% | — | — | — | — | — | — | -12.86% |
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 | 728.57 |
| Min balance | 712.57 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.09 |
| Average monthly return (arithmetic), % | -0.79 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -271.43 |
| Total PnL, % | -27.14 |
| Gross profit | 313.43 |
| Gross loss | 572.27 |
| Trading volume (USDT) | 12355.15 |
| Total transactions (buy/sell) | 23 |
| Total fees | 4.45 |
| Funding net | -8.14 |
| Funding accrued (received) | 13.26 |
| Funding paid | 21.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 8 |
| Los Trades | 14 |
| Win Rate, % | 36.36 |
| Expectancy per trade | -11.7653 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.03 |
| Position max, % of margin balance | 49.21 |
| Max Drawdown | 545.26 |
| Max Drawdown, % | 43.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5477 |
| Recovery Factor (Total PnL / Max DD) | -0.4978 |
| Sharpe ratio (monthly) | -0.3534 |
| Sortino ratio (monthly) | -0.4952 |
| CAGR, % | -12.29 |
| Calmar ratio (CAGR / Max DD%) | -0.2835 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -258.84 | Fee: 4.45 | Vol: 12355.15
Realized PnL by Symbol
Details
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