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
737.03
Total PnL
-262.97 (-26.30%)
Total Trades (Win/Los)
37 (6/31)
Win Rate
16.22%
Max Drawdown
638.22 (50.85%)
Total Fees
6.45
Position avg (max), %
31.19 (50.17)
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 | — | 0.37% | 22.80% | -18.66% | -9.53% | -6.69% | -7.50% | -8.02% | -7.89% | 3.52% | 14.91% | -9.40% | -28.52% |
| 2025 | -1.52% | -0.04% | 4.13% | -3.68% | -1.39% | 0.38% | -4.11% | 4.94% | 1.23% | -0.24% | 7.65% | 1.21% | 8.21% |
| 2026 | 2.55% | 2.71% | -3.24% | 0.18% | -6.66% | 0.01% | — | — | — | — | — | — | -4.70% |
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 | 737.03 |
| Min balance | 616.84 |
| Max balance | 1255.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.05 |
| Average monthly return (arithmetic), % | -0.76 |
| Best month, % | 22.80 |
| Worst month, % | -18.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -262.97 |
| Total PnL, % | -26.30 |
| Gross profit | 341.41 |
| Gross loss | 595.15 |
| Trading volume (USDT) | 17925.16 |
| Total transactions (buy/sell) | 38 |
| Total fees | 6.45 |
| Funding net | -2.77 |
| Funding accrued (received) | 12.83 |
| Funding paid | 15.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 6 |
| Los Trades | 31 |
| Win Rate, % | 16.22 |
| Expectancy per trade | -6.8581 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.19 |
| Position max, % of margin balance | 50.17 |
| Max Drawdown | 638.22 |
| Max Drawdown, % | 50.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5736 |
| Recovery Factor (Total PnL / Max DD) | -0.4120 |
| Sharpe ratio (monthly) | -0.3429 |
| Sortino ratio (monthly) | -0.4865 |
| CAGR, % | -11.87 |
| Calmar ratio (CAGR / Max DD%) | -0.2334 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -253.75 | Fee: 6.45 | Vol: 17925.16
Realized PnL by Symbol
Details
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