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
748.97
Total PnL
-251.03 (-25.10%)
Total Trades (Win/Los)
25 (5/20)
Win Rate
20.00%
Max Drawdown
574.17 (45.46%)
Total Fees
4.77
Position avg (max), %
32.73 (49.85)
Profit Factor
0.57
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 | — | 1.18% | 22.62% | -18.54% | -9.18% | -6.45% | -7.10% | -6.08% | -4.22% | 3.58% | 14.69% | -9.28% | -22.67% |
| 2025 | -3.25% | 3.68% | 3.75% | -3.35% | -1.26% | -4.12% | 3.17% | 5.08% | 1.26% | -3.87% | -5.18% | 2.14% | -2.68% |
| 2026 | 4.46% | 4.65% | -2.24% | 0.17% | -7.02% | 0.01% | — | — | — | — | — | — | -0.46% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 748.97 |
| Min balance | 688.91 |
| Max balance | 1263.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.99 |
| Average monthly return (arithmetic), % | -0.71 |
| Best month, % | 22.62 |
| Worst month, % | -18.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -251.03 |
| Total PnL, % | -25.10 |
| Gross profit | 319.45 |
| Gross loss | 560.98 |
| Trading volume (USDT) | 13262.92 |
| Total transactions (buy/sell) | 26 |
| Total fees | 4.77 |
| Funding net | -4.74 |
| Funding accrued (received) | 13.23 |
| Funding paid | 17.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 5 |
| Los Trades | 20 |
| Win Rate, % | 20.00 |
| Expectancy per trade | -9.6609 |
| Max consecutive wins | 1 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.73 |
| Position max, % of margin balance | 49.85 |
| Max Drawdown | 574.17 |
| Max Drawdown, % | 45.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5695 |
| Recovery Factor (Total PnL / Max DD) | -0.4372 |
| Sharpe ratio (monthly) | -0.3295 |
| Sortino ratio (monthly) | -0.4718 |
| CAGR, % | -11.28 |
| Calmar ratio (CAGR / Max DD%) | -0.2482 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -241.52 | Fee: 4.77 | Vol: 13262.92
Realized PnL by Symbol
Details
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