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
396.15
Total PnL
-603.85 (-60.38%)
Total Trades (Win/Los)
159 (100/59)
Win Rate
62.89%
Max Drawdown
662.35 (65.51%)
Total Fees
38.81
Position avg (max), %
27.52 (165.24)
Profit Factor
0.71
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 | -49.59% | 19.71% | 8.99% | -8.38% | -0.03% | -1.83% | 2.66% | 11.98% | -9.01% | 6.93% | -20.96% | -32.86% | -64.90% |
| 2025 | 23.28% | 1.95% | 4.14% | 4.69% | 0.19% | 12.71% | -1.74% | 5.96% | 6.15% | -3.89% | 4.83% | -17.03% | 42.95% |
| 2026 | 11.13% | -3.72% | -12.92% | -16.22% | 1.14% | 0.00% | — | — | — | — | — | — | -21.05% |
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 | 396.15 |
| Min balance | 348.65 |
| Max balance | 1011.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.04 |
| Average monthly return (arithmetic), % | -1.72 |
| Best month, % | 23.28 |
| Worst month, % | -49.59 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -603.85 |
| Total PnL, % | -60.38 |
| Gross profit | 1351.45 |
| Gross loss | 1915.68 |
| Trading volume (USDT) | 108707.25 |
| Total transactions (buy/sell) | 160 |
| Total fees | 38.81 |
| Funding net | -0.81 |
| Funding accrued (received) | 8.42 |
| Funding paid | 9.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 159 |
| Win Trades | 100 |
| Los Trades | 59 |
| Win Rate, % | 62.89 |
| Expectancy per trade | -3.5486 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.52 |
| Position max, % of margin balance | 165.24 |
| Max Drawdown | 662.35 |
| Max Drawdown, % | 65.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7055 |
| Recovery Factor (Total PnL / Max DD) | -0.9117 |
| Sharpe ratio (monthly) | -0.4080 |
| Sortino ratio (monthly) | -0.4682 |
| CAGR, % | -31.85 |
| Calmar ratio (CAGR / Max DD%) | -0.4861 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -564.23 | Fee: 38.81 | Vol: 108707.25
Realized PnL by Symbol
Details
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