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
614.38
Total PnL
-385.62 (-38.56%)
Total Trades (Win/Los)
161 (102/59)
Win Rate
63.35%
Max Drawdown
524.70 (50.93%)
Total Fees
55.34
Position avg (max), %
26.22 (135.34)
Profit Factor
0.86
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 | -28.49% | 19.69% | 8.89% | -8.69% | 0.19% | -1.95% | 2.86% | 11.90% | -7.66% | 6.93% | -20.98% | -32.23% | -49.12% |
| 2025 | 22.99% | 1.35% | 4.12% | 3.94% | 0.05% | 12.24% | -1.71% | 13.73% | 3.51% | -3.52% | 4.71% | -9.53% | 60.20% |
| 2026 | 6.09% | -4.08% | -12.92% | -16.16% | 1.44% | 0.00% | — | — | — | — | — | — | -24.63% |
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 | 614.38 |
| Min balance | 505.44 |
| Max balance | 1030.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.61 |
| Average monthly return (arithmetic), % | -0.78 |
| Best month, % | 22.99 |
| Worst month, % | -32.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -385.62 |
| Total PnL, % | -38.56 |
| Gross profit | 1977.28 |
| Gross loss | 2304.82 |
| Trading volume (USDT) | 155053.84 |
| Total transactions (buy/sell) | 162 |
| Total fees | 55.34 |
| Funding net | -2.74 |
| Funding accrued (received) | 10.68 |
| Funding paid | 13.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 161 |
| Win Trades | 102 |
| Los Trades | 59 |
| Win Rate, % | 63.35 |
| Expectancy per trade | -2.0344 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.22 |
| Position max, % of margin balance | 135.34 |
| Max Drawdown | 524.70 |
| Max Drawdown, % | 50.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8579 |
| Recovery Factor (Total PnL / Max DD) | -0.7349 |
| Sharpe ratio (monthly) | -0.2170 |
| Sortino ratio (monthly) | -0.2696 |
| CAGR, % | -18.27 |
| Calmar ratio (CAGR / Max DD%) | -0.3587 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -327.54 | Fee: 55.34 | Vol: 155053.84
Realized PnL by Symbol
Details
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