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
844.53
Total PnL
-155.47 (-15.55%)
Total Trades (Win/Los)
48 (5/43)
Win Rate
10.42%
Max Drawdown
601.09 (44.90%)
Total Fees
9.86
Position avg (max), %
31.42 (50.17)
Profit Factor
0.74
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 | -2.04% | 9.31% | 22.80% | -18.66% | 11.48% | -7.68% | -1.71% | -22.03% | -3.27% | -0.86% | 14.34% | -9.08% | -15.91% |
| 2025 | -2.87% | -0.69% | 3.58% | -3.21% | -1.21% | -1.28% | 3.16% | 5.06% | 1.26% | -3.85% | -5.03% | 2.10% | -3.50% |
| 2026 | 4.37% | 4.57% | 0.31% | 0.09% | -5.02% | 0.01% | — | — | — | — | — | — | 4.09% |
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 | 844.53 |
| Min balance | 737.73 |
| Max balance | 1338.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.56 |
| Average monthly return (arithmetic), % | -0.20 |
| Best month, % | 22.80 |
| Worst month, % | -22.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -155.47 |
| Total PnL, % | -15.55 |
| Gross profit | 377.85 |
| Gross loss | 511.36 |
| Trading volume (USDT) | 27387.44 |
| Total transactions (buy/sell) | 49 |
| Total fees | 9.86 |
| Funding net | -12.10 |
| Funding accrued (received) | 10.83 |
| Funding paid | 22.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 5 |
| Los Trades | 43 |
| Win Rate, % | 10.42 |
| Expectancy per trade | -2.7814 |
| Max consecutive wins | 1 |
| Max consecutive losses | 29 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.42 |
| Position max, % of margin balance | 50.17 |
| Max Drawdown | 601.09 |
| Max Drawdown, % | 44.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7389 |
| Recovery Factor (Total PnL / Max DD) | -0.2586 |
| Sharpe ratio (monthly) | -0.0832 |
| Sortino ratio (monthly) | -0.1164 |
| CAGR, % | -6.76 |
| Calmar ratio (CAGR / Max DD%) | -0.1505 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -133.51 | Fee: 9.86 | Vol: 27387.44
Realized PnL by Symbol
Details
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