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
796.45
Total PnL
-203.55 (-20.35%)
Total Trades (Win/Los)
37 (7/30)
Win Rate
18.92%
Max Drawdown
347.99 (32.91%)
Total Fees
7.19
Position avg (max), %
29.90 (47.50)
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 | -1.27% | 1.75% | -10.88% | — | — | 3.37% | 1.78% | -6.72% | -1.69% | 3.49% | 14.79% | -9.33% | -6.96% |
| 2025 | -2.86% | 3.69% | 3.83% | -3.42% | -1.29% | 0.35% | -3.85% | 0.17% | 1.19% | -6.97% | 9.54% | 1.48% | 0.84% |
| 2026 | 3.11% | 3.29% | -0.95% | 0.18% | -8.47% | 0.01% | — | — | — | — | — | — | -3.26% |
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 | 796.45 |
| Min balance | 709.37 |
| Max balance | 1057.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.35 |
| Average monthly return (arithmetic), % | -0.20 |
| Best month, % | 14.79 |
| Worst month, % | -10.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -203.55 |
| Total PnL, % | -20.35 |
| Gross profit | 301.26 |
| Gross loss | 497.39 |
| Trading volume (USDT) | 19980.87 |
| Total transactions (buy/sell) | 39 |
| Total fees | 7.19 |
| Funding net | -0.23 |
| Funding accrued (received) | 13.41 |
| Funding paid | 13.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 7 |
| Los Trades | 30 |
| Win Rate, % | 18.92 |
| Expectancy per trade | -5.3008 |
| Max consecutive wins | 2 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.90 |
| Position max, % of margin balance | 47.50 |
| Max Drawdown | 347.99 |
| Max Drawdown, % | 32.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6057 |
| Recovery Factor (Total PnL / Max DD) | -0.5849 |
| Sharpe ratio (monthly) | -0.1308 |
| Sortino ratio (monthly) | -0.1826 |
| CAGR, % | -8.99 |
| Calmar ratio (CAGR / Max DD%) | -0.2733 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -196.13 | Fee: 7.19 | Vol: 19980.87
Realized PnL by Symbol
Details
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