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
589.05
Total PnL
-410.95 (-41.10%)
Total Trades (Win/Los)
44 (5/39)
Win Rate
11.36%
Max Drawdown
682.89 (53.78%)
Total Fees
7.49
Position avg (max), %
32.64 (51.24)
Profit Factor
0.45
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 | -1.31% | 2.36% | 23.41% | -19.06% | -6.05% | -5.46% | -2.72% | -19.49% | -5.06% | -5.15% | 14.04% | -8.92% | -34.35% |
| 2025 | -0.18% | 0.10% | 3.69% | -3.31% | -1.24% | -0.99% | -1.69% | 5.67% | 1.40% | -4.29% | -5.87% | 1.97% | -5.21% |
| 2026 | 4.12% | 4.31% | -0.65% | -7.02% | -5.66% | 0.01% | — | — | — | — | — | — | -5.32% |
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 | 589.05 |
| Min balance | 587.01 |
| Max balance | 1269.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.75 |
| Average monthly return (arithmetic), % | -1.43 |
| Best month, % | 23.41 |
| Worst month, % | -19.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -410.95 |
| Total PnL, % | -41.10 |
| Gross profit | 327.09 |
| Gross loss | 721.09 |
| Trading volume (USDT) | 20799.22 |
| Total transactions (buy/sell) | 45 |
| Total fees | 7.49 |
| Funding net | -9.47 |
| Funding accrued (received) | 9.66 |
| Funding paid | 19.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 5 |
| Los Trades | 39 |
| Win Rate, % | 11.36 |
| Expectancy per trade | -8.9544 |
| Max consecutive wins | 1 |
| Max consecutive losses | 15 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.64 |
| Position max, % of margin balance | 51.24 |
| Max Drawdown | 682.89 |
| Max Drawdown, % | 53.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4536 |
| Recovery Factor (Total PnL / Max DD) | -0.6018 |
| Sharpe ratio (monthly) | -0.6280 |
| Sortino ratio (monthly) | -0.8200 |
| CAGR, % | -19.68 |
| Calmar ratio (CAGR / Max DD%) | -0.3660 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -394.00 | Fee: 7.49 | Vol: 20799.22
Realized PnL by Symbol
Details
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