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
304.26
Total PnL
-695.74 (-69.57%)
Total Trades (Win/Los)
176 (106/70)
Win Rate
60.23%
Max Drawdown
805.82 (74.19%)
Total Fees
39.36
Position avg (max), %
30.90 (168.29)
Profit Factor
0.67
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 | -39.50% | 20.07% | 8.94% | -10.77% | 0.11% | -1.92% | -12.39% | 11.97% | -6.40% | -11.77% | -27.77% | -28.81% | -71.12% |
| 2025 | 23.64% | 2.36% | 4.16% | 4.10% | -12.13% | 7.51% | -1.59% | 13.90% | 4.12% | -6.84% | 4.14% | -8.80% | 33.86% |
| 2026 | 6.56% | -0.69% | -12.79% | -16.12% | 1.67% | 0.00% | — | — | — | — | — | — | -21.30% |
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 | 304.26 |
| Min balance | 280.36 |
| Max balance | 1086.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.89 |
| Average monthly return (arithmetic), % | -2.84 |
| Best month, % | 23.64 |
| Worst month, % | -39.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -695.74 |
| Total PnL, % | -69.57 |
| Gross profit | 1309.15 |
| Gross loss | 1965.11 |
| Trading volume (USDT) | 110204.87 |
| Total transactions (buy/sell) | 177 |
| Total fees | 39.36 |
| Funding net | -0.41 |
| Funding accrued (received) | 8.68 |
| Funding paid | 9.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 176 |
| Win Trades | 106 |
| Los Trades | 70 |
| Win Rate, % | 60.23 |
| Expectancy per trade | -3.7271 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.90 |
| Position max, % of margin balance | 168.29 |
| Max Drawdown | 805.82 |
| Max Drawdown, % | 74.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6662 |
| Recovery Factor (Total PnL / Max DD) | -0.8634 |
| Sharpe ratio (monthly) | -0.7173 |
| Sortino ratio (monthly) | -0.8193 |
| CAGR, % | -38.90 |
| Calmar ratio (CAGR / Max DD%) | -0.5244 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -655.96 | Fee: 39.36 | Vol: 110204.87
Realized PnL by Symbol
Details
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