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
771.69
Total PnL
-228.31 (-22.83%)
Total Trades (Win/Los)
32 (5/27)
Win Rate
15.63%
Max Drawdown
567.90 (44.69%)
Total Fees
6.33
Position avg (max), %
32.51 (51.21)
Profit Factor
0.63
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 | -1.14% | 2.26% | 23.39% | -19.05% | -8.11% | -6.61% | -7.04% | -6.02% | -4.18% | 7.39% | 14.89% | -9.39% | -18.90% |
| 2025 | -3.04% | 3.73% | 3.86% | -3.45% | -1.30% | -4.06% | 3.02% | 4.84% | 1.21% | -3.70% | -4.94% | 2.03% | -2.49% |
| 2026 | 4.24% | 4.44% | -1.10% | 0.17% | -9.51% | 0.01% | — | — | — | — | — | — | -2.39% |
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 | 771.69 |
| Min balance | 702.76 |
| Max balance | 1270.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.86 |
| Average monthly return (arithmetic), % | -0.57 |
| Best month, % | 23.39 |
| Worst month, % | -19.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -228.31 |
| Total PnL, % | -22.83 |
| Gross profit | 369.16 |
| Gross loss | 584.06 |
| Trading volume (USDT) | 17576.76 |
| Total transactions (buy/sell) | 33 |
| Total fees | 6.33 |
| Funding net | -7.08 |
| Funding accrued (received) | 12.98 |
| Funding paid | 20.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 5 |
| Los Trades | 27 |
| Win Rate, % | 15.63 |
| Expectancy per trade | -6.7159 |
| Max consecutive wins | 1 |
| Max consecutive losses | 15 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.51 |
| Position max, % of margin balance | 51.21 |
| Max Drawdown | 567.90 |
| Max Drawdown, % | 44.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6320 |
| Recovery Factor (Total PnL / Max DD) | -0.4020 |
| Sharpe ratio (monthly) | -0.2588 |
| Sortino ratio (monthly) | -0.3757 |
| CAGR, % | -10.18 |
| Calmar ratio (CAGR / Max DD%) | -0.2277 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -214.91 | Fee: 6.33 | Vol: 17576.76
Realized PnL by Symbol
Details
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