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
730.02
Total PnL
-269.98 (-27.00%)
Total Trades (Win/Los)
103 (6/97)
Win Rate
5.83%
Max Drawdown
641.14 (48.95%)
Total Fees
19.44
Position avg (max), %
32.33 (51.28)
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 | -0.18% | 4.36% | 23.43% | -19.08% | -3.75% | -5.43% | -2.37% | -13.58% | -1.78% | 0.85% | 14.66% | -9.26% | -17.64% |
| 2025 | 4.63% | -6.01% | 3.89% | -3.48% | -1.31% | -0.98% | -0.02% | 5.56% | 1.38% | -17.27% | 10.83% | 1.67% | -3.88% |
| 2026 | 3.49% | 3.68% | -1.51% | -8.30% | -4.82% | 0.01% | — | — | — | — | — | — | -7.76% |
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 | 730.02 |
| Min balance | 668.72 |
| Max balance | 1309.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.04 |
| Average monthly return (arithmetic), % | -0.69 |
| Best month, % | 23.43 |
| Worst month, % | -19.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -269.98 |
| Total PnL, % | -27.00 |
| Gross profit | 415.58 |
| Gross loss | 657.55 |
| Trading volume (USDT) | 54021.10 |
| Total transactions (buy/sell) | 108 |
| Total fees | 19.44 |
| Funding net | -8.58 |
| Funding accrued (received) | 12.08 |
| Funding paid | 20.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 103 |
| Win Trades | 6 |
| Los Trades | 97 |
| Win Rate, % | 5.83 |
| Expectancy per trade | -2.3492 |
| Max consecutive wins | 1 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.33 |
| Position max, % of margin balance | 51.28 |
| Max Drawdown | 641.14 |
| Max Drawdown, % | 48.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6320 |
| Recovery Factor (Total PnL / Max DD) | -0.4211 |
| Sharpe ratio (monthly) | -0.2845 |
| Sortino ratio (monthly) | -0.3891 |
| CAGR, % | -12.22 |
| Calmar ratio (CAGR / Max DD%) | -0.2496 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -241.96 | Fee: 19.44 | Vol: 54021.10
Realized PnL by Symbol
Details
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