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
723.68
Total PnL
-276.32 (-27.63%)
Total Trades (Win/Los)
20 (7/13)
Win Rate
35.00%
Max Drawdown
571.38 (44.64%)
Total Fees
4.28
Position avg (max), %
34.40 (51.80)
Profit Factor
0.60
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 | -10.06% | -6.03% | 4.70% | -4.28% | 1.76% | -6.12% | -5.49% | 5.59% | 1.38% | -2.84% | 8.72% | -7.29% | -19.82% |
| 2026 | -10.34% | 6.27% | -7.27% | 0.19% | -7.02% | 0.01% | — | — | — | — | — | — | -17.67% |
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 | 723.68 |
| Min balance | 708.66 |
| Max balance | 1280.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.11 |
| Average monthly return (arithmetic), % | -0.77 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -276.32 |
| Total PnL, % | -27.63 |
| Gross profit | 388.31 |
| Gross loss | 650.25 |
| Trading volume (USDT) | 11906.22 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.28 |
| Funding net | -10.09 |
| Funding accrued (received) | 13.57 |
| Funding paid | 23.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 7 |
| Los Trades | 13 |
| Win Rate, % | 35.00 |
| Expectancy per trade | -13.0973 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.40 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 571.38 |
| Max Drawdown, % | 44.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5972 |
| Recovery Factor (Total PnL / Max DD) | -0.4836 |
| Sharpe ratio (monthly) | -0.3190 |
| Sortino ratio (monthly) | -0.4373 |
| CAGR, % | -12.53 |
| Calmar ratio (CAGR / Max DD%) | -0.2808 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -261.95 | Fee: 4.28 | Vol: 11906.22
Realized PnL by Symbol
Details
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