hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
471.60
Total PnL
-528.40 (-52.84%)
Total Trades (Win/Los)
178 (108/70)
Win Rate
60.67%
Max Drawdown
757.83 (65.50%)
Total Fees
56.66
Position avg (max), %
27.09 (158.55)
Profit Factor
0.81
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 | -14.97% | 19.68% | 8.86% | -10.48% | 3.10% | 2.15% | -10.20% | 12.12% | -6.10% | -11.96% | -28.21% | -29.05% | -55.71% |
| 2025 | 22.68% | 1.55% | 4.14% | 4.75% | -11.95% | 8.68% | -1.65% | 5.99% | 3.61% | -7.19% | 4.83% | -8.82% | 24.59% |
| 2026 | 6.30% | -0.84% | -12.80% | -13.96% | 8.08% | 0.00% | — | — | — | — | — | — | -14.53% |
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 | 471.60 |
| Min balance | 399.18 |
| Max balance | 1157.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.47 |
| Average monthly return (arithmetic), % | -1.72 |
| Best month, % | 22.68 |
| Worst month, % | -29.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -528.40 |
| Total PnL, % | -52.84 |
| Gross profit | 1955.85 |
| Gross loss | 2423.92 |
| Trading volume (USDT) | 158726.61 |
| Total transactions (buy/sell) | 179 |
| Total fees | 56.66 |
| Funding net | -3.67 |
| Funding accrued (received) | 9.32 |
| Funding paid | 12.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 178 |
| Win Trades | 108 |
| Los Trades | 70 |
| Win Rate, % | 60.67 |
| Expectancy per trade | -2.6296 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.09 |
| Position max, % of margin balance | 158.55 |
| Max Drawdown | 757.83 |
| Max Drawdown, % | 65.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8069 |
| Recovery Factor (Total PnL / Max DD) | -0.6973 |
| Sharpe ratio (monthly) | -0.5018 |
| Sortino ratio (monthly) | -0.6076 |
| CAGR, % | -26.75 |
| Calmar ratio (CAGR / Max DD%) | -0.4084 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -468.07 | Fee: 56.66 | Vol: 158726.61
Realized PnL by Symbol
Details
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