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
813.78
Total PnL
-186.22 (-18.62%)
Total Trades (Win/Los)
50 (5/45)
Win Rate
10.00%
Max Drawdown
595.59 (44.49%)
Total Fees
9.84
Position avg (max), %
32.02 (50.17)
Profit Factor
0.69
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% | -9.29% | -1.89% | -19.85% | -4.71% | -2.02% | 14.61% | -9.23% | -17.40% |
| 2025 | 4.83% | -5.39% | 3.55% | -3.18% | -1.19% | -1.26% | 3.13% | 5.01% | 1.25% | -3.82% | -4.98% | 2.08% | -0.79% |
| 2026 | 4.33% | 4.53% | 0.30% | -4.63% | -4.80% | 0.01% | — | — | — | — | — | — | -0.67% |
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 | 813.78 |
| Min balance | 743.23 |
| Max balance | 1338.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.68 |
| Average monthly return (arithmetic), % | -0.33 |
| Best month, % | 22.80 |
| Worst month, % | -19.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -186.22 |
| Total PnL, % | -18.62 |
| Gross profit | 362.80 |
| Gross loss | 526.71 |
| Trading volume (USDT) | 27341.32 |
| Total transactions (buy/sell) | 51 |
| Total fees | 9.84 |
| Funding net | -12.48 |
| Funding accrued (received) | 10.97 |
| Funding paid | 23.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 5 |
| Los Trades | 45 |
| Win Rate, % | 10.00 |
| Expectancy per trade | -3.2781 |
| Max consecutive wins | 1 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.02 |
| Position max, % of margin balance | 50.17 |
| Max Drawdown | 595.59 |
| Max Drawdown, % | 44.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6888 |
| Recovery Factor (Total PnL / Max DD) | -0.3127 |
| Sharpe ratio (monthly) | -0.1334 |
| Sortino ratio (monthly) | -0.1883 |
| CAGR, % | -8.18 |
| Calmar ratio (CAGR / Max DD%) | -0.1839 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -163.91 | Fee: 9.84 | Vol: 27341.32
Realized PnL by Symbol
Details
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