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
702.90
Total PnL
-297.10 (-29.71%)
Total Trades (Win/Los)
50 (5/45)
Win Rate
10.00%
Max Drawdown
716.72 (53.60%)
Total Fees
9.58
Position avg (max), %
32.18 (50.23)
Profit Factor
0.54
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% | -7.69% | -1.71% | -20.60% | -6.01% | -3.47% | 14.03% | -8.91% | -19.18% |
| 2025 | 8.21% | 0.86% | 3.29% | -2.96% | -1.11% | -13.40% | -0.74% | 5.87% | 1.45% | -18.97% | 11.63% | 1.78% | -8.04% |
| 2026 | 3.72% | 3.91% | 0.26% | -6.69% | -6.19% | 0.01% | — | — | — | — | — | — | -5.41% |
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 | 702.90 |
| Min balance | 620.37 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.17 |
| Average monthly return (arithmetic), % | -0.69 |
| Best month, % | 22.83 |
| Worst month, % | -20.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -297.10 |
| Total PnL, % | -29.71 |
| Gross profit | 332.89 |
| Gross loss | 611.73 |
| Trading volume (USDT) | 26616.63 |
| Total transactions (buy/sell) | 51 |
| Total fees | 9.58 |
| Funding net | -8.69 |
| Funding accrued (received) | 12.13 |
| Funding paid | 20.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 5 |
| Los Trades | 45 |
| Win Rate, % | 10.00 |
| Expectancy per trade | -5.5768 |
| Max consecutive wins | 2 |
| Max consecutive losses | 23 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.18 |
| Position max, % of margin balance | 50.23 |
| Max Drawdown | 716.72 |
| Max Drawdown, % | 53.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5442 |
| Recovery Factor (Total PnL / Max DD) | -0.4145 |
| Sharpe ratio (monthly) | -0.2468 |
| Sortino ratio (monthly) | -0.3268 |
| CAGR, % | -13.58 |
| Calmar ratio (CAGR / Max DD%) | -0.2534 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -278.84 | Fee: 9.58 | Vol: 26616.63
Realized PnL by Symbol
Details
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