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
684.29
Total PnL
-315.71 (-31.57%)
Total Trades (Win/Los)
16 (5/11)
Win Rate
31.25%
Max Drawdown
707.92 (54.24%)
Total Fees
2.96
Position avg (max), %
31.36 (48.24)
Profit Factor
0.46
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 | — | 5.39% | 21.71% | -17.93% | -9.84% | -6.74% | -8.01% | -7.72% | -8.94% | 3.41% | 14.47% | -9.15% | -26.42% |
| 2025 | -5.07% | -5.38% | 4.76% | -4.22% | -1.60% | 0.44% | -6.13% | 4.93% | 1.23% | 1.57% | 7.37% | 1.17% | -2.01% |
| 2026 | 2.46% | 2.62% | -6.45% | 0.19% | -3.69% | 0.01% | — | — | — | — | — | — | -5.07% |
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 | 684.29 |
| Min balance | 597.36 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.30 |
| Average monthly return (arithmetic), % | -1.00 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -315.71 |
| Total PnL, % | -31.57 |
| Gross profit | 264.15 |
| Gross loss | 573.43 |
| Trading volume (USDT) | 8220.47 |
| Total transactions (buy/sell) | 17 |
| Total fees | 2.96 |
| Funding net | -3.48 |
| Funding accrued (received) | 12.18 |
| Funding paid | 15.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 5 |
| Los Trades | 11 |
| Win Rate, % | 31.25 |
| Expectancy per trade | -19.3301 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.36 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 707.92 |
| Max Drawdown, % | 54.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4606 |
| Recovery Factor (Total PnL / Max DD) | -0.4460 |
| Sharpe ratio (monthly) | -0.4505 |
| Sortino ratio (monthly) | -0.6183 |
| CAGR, % | -14.54 |
| Calmar ratio (CAGR / Max DD%) | -0.2681 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -309.28 | Fee: 2.96 | Vol: 8220.47
Realized PnL by Symbol
Details
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