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
778.35
Total PnL
-221.65 (-22.16%)
Total Trades (Win/Los)
20 (7/13)
Win Rate
35.00%
Max Drawdown
517.71 (40.44%)
Total Fees
4.37
Position avg (max), %
34.35 (51.80)
Profit Factor
0.67
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 | — | 1.83% | 20.23% | -16.91% | 10.18% | 1.36% | 1.83% | -13.80% | 1.70% | 3.68% | 15.58% | -9.76% | 9.66% |
| 2025 | -9.56% | -5.79% | 4.92% | -4.47% | 1.74% | -6.07% | -2.51% | 5.69% | 1.41% | -2.93% | 8.38% | -7.30% | -16.82% |
| 2026 | -9.06% | 5.96% | -5.06% | 0.18% | -6.88% | 0.01% | — | — | — | — | — | — | -14.64% |
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 | 778.35 |
| Min balance | 762.33 |
| Max balance | 1280.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.86 |
| Average monthly return (arithmetic), % | -0.53 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -221.65 |
| Total PnL, % | -22.16 |
| Gross profit | 412.88 |
| Gross loss | 620.14 |
| Trading volume (USDT) | 12155.11 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.37 |
| Funding net | -10.02 |
| Funding accrued (received) | 13.89 |
| Funding paid | 23.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 7 |
| Los Trades | 13 |
| Win Rate, % | 35.00 |
| Expectancy per trade | -10.3628 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.35 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 517.71 |
| Max Drawdown, % | 40.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6658 |
| Recovery Factor (Total PnL / Max DD) | -0.4281 |
| Sharpe ratio (monthly) | -0.2265 |
| Sortino ratio (monthly) | -0.3173 |
| CAGR, % | -9.86 |
| Calmar ratio (CAGR / Max DD%) | -0.2437 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -207.26 | Fee: 4.37 | Vol: 12155.11
Realized PnL by Symbol
Details
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