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
794.46
Total PnL
-205.54 (-20.55%)
Total Trades (Win/Los)
18 (7/11)
Win Rate
38.89%
Max Drawdown
495.47 (38.91%)
Total Fees
3.94
Position avg (max), %
33.68 (51.80)
Profit Factor
0.66
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% | 1.04% | 3.70% | 15.68% | -9.82% | 8.99% |
| 2025 | -10.12% | -6.07% | 4.74% | -4.31% | 1.77% | -6.16% | -7.21% | 5.40% | 1.34% | -2.71% | 8.96% | 1.40% | -13.91% |
| 2026 | -6.53% | 6.13% | -8.20% | 0.20% | -7.20% | 0.01% | — | — | — | — | — | — | -15.31% |
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 | 794.46 |
| Min balance | 777.94 |
| Max balance | 1273.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.79 |
| Average monthly return (arithmetic), % | -0.46 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -205.54 |
| Total PnL, % | -20.55 |
| Gross profit | 378.71 |
| Gross loss | 571.14 |
| Trading volume (USDT) | 10964.61 |
| Total transactions (buy/sell) | 19 |
| Total fees | 3.94 |
| Funding net | -9.16 |
| Funding accrued (received) | 13.83 |
| Funding paid | 22.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 7 |
| Los Trades | 11 |
| Win Rate, % | 38.89 |
| Expectancy per trade | -10.6909 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.68 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 495.47 |
| Max Drawdown, % | 38.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6631 |
| Recovery Factor (Total PnL / Max DD) | -0.4148 |
| Sharpe ratio (monthly) | -0.1934 |
| Sortino ratio (monthly) | -0.2709 |
| CAGR, % | -9.09 |
| Calmar ratio (CAGR / Max DD%) | -0.2336 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -192.44 | Fee: 3.94 | Vol: 10964.61
Realized PnL by Symbol
Details
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