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
823.01
Total PnL
-176.99 (-17.70%)
Total Trades (Win/Los)
44 (6/38)
Win Rate
13.64%
Max Drawdown
678.60 (48.96%)
Total Fees
9.02
Position avg (max), %
30.79 (51.49)
Profit Factor
0.72
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 | 0.43% | 9.64% | 23.55% | -19.16% | 11.86% | -7.84% | -1.59% | -20.58% | -6.07% | -4.54% | 14.60% | -9.23% | -17.35% |
| 2025 | 8.53% | 0.47% | 3.22% | -2.90% | -1.09% | -13.78% | -0.85% | 4.22% | 1.27% | -8.35% | 9.56% | 1.49% | -0.60% |
| 2026 | 3.12% | 3.30% | 0.22% | 0.07% | -6.21% | 0.01% | — | — | — | — | — | — | 0.21% |
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 | 823.01 |
| Min balance | 707.40 |
| Max balance | 1386.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.65 |
| Average monthly return (arithmetic), % | -0.22 |
| Best month, % | 23.55 |
| Worst month, % | -20.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -176.99 |
| Total PnL, % | -17.70 |
| Gross profit | 414.60 |
| Gross loss | 572.91 |
| Trading volume (USDT) | 25071.86 |
| Total transactions (buy/sell) | 45 |
| Total fees | 9.02 |
| Funding net | -9.65 |
| Funding accrued (received) | 11.74 |
| Funding paid | 21.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 6 |
| Los Trades | 38 |
| Win Rate, % | 13.64 |
| Expectancy per trade | -3.5980 |
| Max consecutive wins | 2 |
| Max consecutive losses | 19 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.79 |
| Position max, % of margin balance | 51.49 |
| Max Drawdown | 678.60 |
| Max Drawdown, % | 48.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7237 |
| Recovery Factor (Total PnL / Max DD) | -0.2608 |
| Sharpe ratio (monthly) | -0.0834 |
| Sortino ratio (monthly) | -0.1159 |
| CAGR, % | -7.75 |
| Calmar ratio (CAGR / Max DD%) | -0.1583 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -158.31 | Fee: 9.02 | Vol: 25071.86
Realized PnL by Symbol
Details
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