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
952.85
Total PnL
-47.15 (-4.71%)
Total Trades (Win/Los)
44 (7/37)
Win Rate
15.91%
Max Drawdown
387.24 (30.06%)
Total Fees
10.50
Position avg (max), %
32.19 (51.09)
Profit Factor
0.95
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 | -0.09% | 1.48% | 23.32% | -19.01% | -5.98% | 3.26% | 7.26% | -6.65% | 4.31% | 3.33% | 14.15% | -8.98% | 10.24% |
| 2025 | 5.90% | 1.72% | 3.87% | -3.47% | -1.30% | -4.13% | -4.24% | 5.63% | 1.39% | -17.82% | 11.45% | 1.75% | -2.33% |
| 2026 | 3.66% | 3.85% | -1.08% | -9.54% | -8.13% | 0.01% | — | — | — | — | — | — | -11.48% |
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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 952.85 |
| Min balance | 901.18 |
| Max balance | 1288.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.16 |
| Average monthly return (arithmetic), % | 0.20 |
| Best month, % | 23.32 |
| Worst month, % | -19.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -47.15 |
| Total PnL, % | -4.71 |
| Gross profit | 533.42 |
| Gross loss | 563.46 |
| Trading volume (USDT) | 29185.76 |
| Total transactions (buy/sell) | 45 |
| Total fees | 10.50 |
| Funding net | -6.60 |
| Funding accrued (received) | 17.29 |
| Funding paid | 23.89 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 7 |
| Los Trades | 37 |
| Win Rate, % | 15.91 |
| Expectancy per trade | -0.6828 |
| Max consecutive wins | 2 |
| Max consecutive losses | 17 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.19 |
| Position max, % of margin balance | 51.09 |
| Max Drawdown | 387.24 |
| Max Drawdown, % | 30.06 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9467 |
| Recovery Factor (Total PnL / Max DD) | -0.1218 |
| Sharpe ratio (monthly) | 0.0811 |
| Sortino ratio (monthly) | 0.1158 |
| CAGR, % | -1.98 |
| Calmar ratio (CAGR / Max DD%) | -0.0659 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -30.04 | Fee: 10.50 | Vol: 29185.76
Realized PnL by Symbol
Details
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