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
428.34
Total PnL
-571.66 (-57.17%)
Total Trades (Win/Los)
155 (99/56)
Win Rate
63.87%
Max Drawdown
685.03 (67.76%)
Total Fees
36.39
Position avg (max), %
27.05 (174.00)
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 | -52.49% | 19.73% | 9.04% | -8.67% | -0.23% | -1.87% | 2.74% | 11.93% | -9.60% | 6.89% | -20.61% | -32.93% | -67.18% |
| 2025 | 23.51% | 2.08% | 4.16% | 4.15% | 0.04% | 10.95% | 2.27% | 14.03% | 3.76% | -4.13% | 4.82% | -10.59% | 65.04% |
| 2026 | 13.08% | -3.81% | -14.33% | -16.13% | 1.18% | 0.00% | — | — | — | — | — | — | -20.92% |
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 | 428.34 |
| Min balance | 325.97 |
| Max balance | 1011.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.79 |
| Average monthly return (arithmetic), % | -1.37 |
| Best month, % | 23.51 |
| Worst month, % | -52.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -571.66 |
| Total PnL, % | -57.17 |
| Gross profit | 1292.33 |
| Gross loss | 1825.84 |
| Trading volume (USDT) | 101943.24 |
| Total transactions (buy/sell) | 156 |
| Total fees | 36.39 |
| Funding net | -1.77 |
| Funding accrued (received) | 7.58 |
| Funding paid | 9.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 155 |
| Win Trades | 99 |
| Los Trades | 56 |
| Win Rate, % | 63.87 |
| Expectancy per trade | -3.4420 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.05 |
| Position max, % of margin balance | 174.00 |
| Max Drawdown | 685.03 |
| Max Drawdown, % | 67.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7078 |
| Recovery Factor (Total PnL / Max DD) | -0.8345 |
| Sharpe ratio (monthly) | -0.3151 |
| Sortino ratio (monthly) | -0.3653 |
| CAGR, % | -29.61 |
| Calmar ratio (CAGR / Max DD%) | -0.4370 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -533.51 | Fee: 36.39 | Vol: 101943.24
Realized PnL by Symbol
Details
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