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
989.27
Total PnL
-10.73 (-1.07%)
Total Trades (Win/Los)
40 (6/34)
Win Rate
15.00%
Max Drawdown
514.49 (41.93%)
Total Fees
8.64
Position avg (max), %
32.01 (51.32)
Profit Factor
1.02
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% | -1.18% | 23.46% | -19.10% | -9.49% | -6.88% | 1.47% | -7.99% | -2.54% | 3.54% | 15.00% | -9.45% | -19.44% |
| 2025 | 3.78% | -1.23% | 3.81% | -0.47% | 1.72% | -0.46% | 3.48% | 5.56% | 1.38% | -0.27% | 7.41% | 1.18% | 28.68% |
| 2026 | 2.47% | 2.63% | -2.84% | 0.18% | -6.78% | 0.01% | — | — | — | — | — | — | -4.55% |
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 | 989.27 |
| Min balance | 712.47 |
| Max balance | 1226.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 23.46 |
| Worst month, % | -19.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -10.73 |
| Total PnL, % | -1.07 |
| Gross profit | 573.94 |
| Gross loss | 563.81 |
| Trading volume (USDT) | 24003.64 |
| Total transactions (buy/sell) | 41 |
| Total fees | 8.64 |
| Funding net | -12.23 |
| Funding accrued (received) | 11.19 |
| Funding paid | 23.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 6 |
| Los Trades | 34 |
| Win Rate, % | 15.00 |
| Expectancy per trade | 0.2533 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.01 |
| Position max, % of margin balance | 51.32 |
| Max Drawdown | 514.49 |
| Max Drawdown, % | 41.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0180 |
| Recovery Factor (Total PnL / Max DD) | -0.0209 |
| Sharpe ratio (monthly) | 0.1105 |
| Sortino ratio (monthly) | 0.1674 |
| CAGR, % | -0.45 |
| Calmar ratio (CAGR / Max DD%) | -0.0106 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 10.13 | Fee: 8.64 | Vol: 24003.64
Realized PnL by Symbol
Details
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