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
404.55
Total PnL
-595.45 (-59.54%)
Total Trades (Win/Los)
162 (101/61)
Win Rate
62.35%
Max Drawdown
640.15 (63.16%)
Total Fees
45.29
Position avg (max), %
29.77 (157.22)
Profit Factor
0.74
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 | -25.50% | 19.65% | 8.86% | -12.74% | -0.05% | -1.97% | 2.76% | 12.09% | -9.07% | -12.95% | -28.76% | -29.92% | -62.24% |
| 2025 | 22.84% | 1.82% | 4.14% | 4.09% | -12.20% | 10.93% | 2.27% | 5.99% | 3.50% | -7.09% | 4.48% | -7.93% | 32.41% |
| 2026 | 11.74% | -0.65% | -14.35% | -16.09% | 1.42% | 0.00% | — | — | — | — | — | — | -19.09% |
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 | 404.55 |
| Min balance | 373.35 |
| Max balance | 1013.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.97 |
| Average monthly return (arithmetic), % | -2.09 |
| Best month, % | 22.84 |
| Worst month, % | -29.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -595.45 |
| Total PnL, % | -59.54 |
| Gross profit | 1573.17 |
| Gross loss | 2120.61 |
| Trading volume (USDT) | 126860.88 |
| Total transactions (buy/sell) | 163 |
| Total fees | 45.29 |
| Funding net | -2.72 |
| Funding accrued (received) | 9.59 |
| Funding paid | 12.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 162 |
| Win Trades | 101 |
| Los Trades | 61 |
| Win Rate, % | 62.35 |
| Expectancy per trade | -3.3792 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.77 |
| Position max, % of margin balance | 157.22 |
| Max Drawdown | 640.15 |
| Max Drawdown, % | 63.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7418 |
| Recovery Factor (Total PnL / Max DD) | -0.9302 |
| Sharpe ratio (monthly) | -0.5667 |
| Sortino ratio (monthly) | -0.6687 |
| CAGR, % | -31.25 |
| Calmar ratio (CAGR / Max DD%) | -0.4948 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -547.44 | Fee: 45.29 | Vol: 126860.88
Realized PnL by Symbol
Details
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