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
767.60
Total PnL
-232.40 (-23.24%)
Total Trades (Win/Los)
18 (7/11)
Win Rate
38.89%
Max Drawdown
492.90 (39.61%)
Total Fees
3.83
Position avg (max), %
33.66 (52.21)
Profit Factor
0.61
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% | 0.72% | 1.84% | -13.89% | -2.33% | 3.70% | 15.65% | -9.80% | 4.60% |
| 2025 | -10.02% | -5.63% | 4.91% | -4.45% | 1.74% | -6.07% | -7.18% | 5.59% | 1.38% | -2.85% | 8.60% | 1.35% | -13.58% |
| 2026 | -6.31% | 6.09% | -8.16% | 0.19% | -7.14% | 0.01% | — | — | — | — | — | — | -15.06% |
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 | 767.60 |
| Min balance | 751.58 |
| Max balance | 1244.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.91 |
| Average monthly return (arithmetic), % | -0.58 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -232.40 |
| Total PnL, % | -23.24 |
| Gross profit | 347.23 |
| Gross loss | 566.84 |
| Trading volume (USDT) | 10651.89 |
| Total transactions (buy/sell) | 19 |
| Total fees | 3.83 |
| Funding net | -8.96 |
| Funding accrued (received) | 13.43 |
| Funding paid | 22.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 7 |
| Los Trades | 11 |
| Win Rate, % | 38.89 |
| Expectancy per trade | -12.2006 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.66 |
| Position max, % of margin balance | 52.21 |
| Max Drawdown | 492.90 |
| Max Drawdown, % | 39.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6126 |
| Recovery Factor (Total PnL / Max DD) | -0.4715 |
| Sharpe ratio (monthly) | -0.2451 |
| Sortino ratio (monthly) | -0.3427 |
| CAGR, % | -10.37 |
| Calmar ratio (CAGR / Max DD%) | -0.2619 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -219.61 | Fee: 3.83 | Vol: 10651.89
Realized PnL by Symbol
Details
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