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
792.18
Total PnL
-207.82 (-20.78%)
Total Trades (Win/Los)
45 (8/37)
Win Rate
17.78%
Max Drawdown
294.99 (27.90%)
Total Fees
9.20
Position avg (max), %
30.51 (48.01)
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 | -1.27% | 1.75% | -10.38% | — | — | 3.35% | 7.13% | -6.49% | 3.84% | 2.09% | 14.98% | -9.44% | 2.90% |
| 2025 | 6.11% | 1.42% | 3.74% | -3.35% | -1.26% | -4.05% | -4.17% | -2.80% | 1.26% | -6.95% | 9.41% | 1.47% | -0.40% |
| 2026 | 3.08% | 3.25% | -2.45% | -10.28% | -5.27% | 0.01% | — | — | — | — | — | — | -11.75% |
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 | 28 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 792.18 |
| Min balance | 762.37 |
| Max balance | 1057.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.36 |
| Average monthly return (arithmetic), % | -0.19 |
| Best month, % | 14.98 |
| Worst month, % | -10.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -207.82 |
| Total PnL, % | -20.78 |
| Gross profit | 376.74 |
| Gross loss | 571.65 |
| Trading volume (USDT) | 25562.72 |
| Total transactions (buy/sell) | 47 |
| Total fees | 9.20 |
| Funding net | -3.72 |
| Funding accrued (received) | 13.09 |
| Funding paid | 16.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 8 |
| Los Trades | 37 |
| Win Rate, % | 17.78 |
| Expectancy per trade | -4.3312 |
| Max consecutive wins | 1 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.51 |
| Position max, % of margin balance | 48.01 |
| Max Drawdown | 294.99 |
| Max Drawdown, % | 27.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6590 |
| Recovery Factor (Total PnL / Max DD) | -0.7045 |
| Sharpe ratio (monthly) | -0.1115 |
| Sortino ratio (monthly) | -0.1570 |
| CAGR, % | -9.20 |
| Calmar ratio (CAGR / Max DD%) | -0.3296 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -194.91 | Fee: 9.20 | Vol: 25562.72
Realized PnL by Symbol
Details
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