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
932.63
Total PnL
-67.37 (-6.74%)
Total Trades (Win/Los)
165 (106/59)
Win Rate
64.24%
Max Drawdown
616.17 (48.63%)
Total Fees
72.93
Position avg (max), %
21.89 (136.10)
Profit Factor
1.00
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% | -8.55% | 3.15% | 2.27% | 2.90% | 12.13% | -6.47% | 6.20% | -21.16% | -32.14% | -34.47% |
| 2025 | 22.43% | 1.05% | 4.12% | 4.63% | 10.60% | 11.16% | -1.85% | 13.80% | 3.36% | -4.09% | 4.89% | -9.53% | 74.10% |
| 2026 | 5.93% | -3.46% | -12.94% | -14.56% | 7.46% | 0.00% | — | — | — | — | — | — | -18.26% |
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 | 932.63 |
| Min balance | 650.90 |
| Max balance | 1375.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.23 |
| Average monthly return (arithmetic), % | 0.50 |
| Best month, % | 22.43 |
| Worst month, % | -32.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -67.37 |
| Total PnL, % | -6.74 |
| Gross profit | 2721.01 |
| Gross loss | 2709.63 |
| Trading volume (USDT) | 204464.97 |
| Total transactions (buy/sell) | 166 |
| Total fees | 72.93 |
| Funding net | -5.82 |
| Funding accrued (received) | 10.52 |
| Funding paid | 16.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 165 |
| Win Trades | 106 |
| Los Trades | 59 |
| Win Rate, % | 64.24 |
| Expectancy per trade | 0.0690 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.89 |
| Position max, % of margin balance | 136.10 |
| Max Drawdown | 616.17 |
| Max Drawdown, % | 48.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0042 |
| Recovery Factor (Total PnL / Max DD) | -0.1093 |
| Sharpe ratio (monthly) | 0.1475 |
| Sortino ratio (monthly) | 0.1956 |
| CAGR, % | -2.85 |
| Calmar ratio (CAGR / Max DD%) | -0.0585 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 11.38 | Fee: 72.93 | Vol: 204464.97
Realized PnL by Symbol
Details
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