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
885.92
Total PnL
-114.08 (-11.41%)
Total Trades (Win/Los)
16 (5/11)
Win Rate
31.25%
Max Drawdown
606.50 (45.36%)
Total Fees
3.32
Position avg (max), %
32.08 (50.23)
Profit Factor
0.75
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 | -2.22% | 9.32% | 22.83% | -18.68% | 11.50% | -9.30% | -2.14% | -19.93% | -4.73% | -5.26% | 14.30% | -9.06% | -20.63% |
| 2025 | 8.36% | -3.25% | 3.49% | -3.14% | -1.17% | -2.85% | 3.33% | 5.33% | 1.32% | -4.05% | -5.47% | 2.08% | 3.04% |
| 2026 | 4.34% | 4.54% | 0.30% | 0.09% | -1.06% | 0.01% | — | — | — | — | — | — | 8.36% |
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 | 885.92 |
| Min balance | 730.59 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.40 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 22.83 |
| Worst month, % | -19.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -114.08 |
| Total PnL, % | -11.41 |
| Gross profit | 298.34 |
| Gross loss | 397.63 |
| Trading volume (USDT) | 9241.80 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.32 |
| Funding net | -11.47 |
| Funding accrued (received) | 11.19 |
| Funding paid | 22.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 5 |
| Los Trades | 11 |
| Win Rate, % | 31.25 |
| Expectancy per trade | -6.2054 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.08 |
| Position max, % of margin balance | 50.23 |
| Max Drawdown | 606.50 |
| Max Drawdown, % | 45.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7503 |
| Recovery Factor (Total PnL / Max DD) | -0.1881 |
| Sharpe ratio (monthly) | -0.0158 |
| Sortino ratio (monthly) | -0.0226 |
| CAGR, % | -4.89 |
| Calmar ratio (CAGR / Max DD%) | -0.1079 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -99.29 | Fee: 3.32 | Vol: 9241.80
Realized PnL by Symbol
Details
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