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
742.23
Total PnL
-257.77 (-25.78%)
Total Trades (Win/Los)
150 (96/54)
Win Rate
64.00%
Max Drawdown
565.34 (50.24%)
Total Fees
58.47
Position avg (max), %
24.09 (140.37)
Profit Factor
0.92
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 | -25.66% | 19.70% | 7.99% | 4.06% | -0.44% | -1.78% | 2.01% | 11.22% | -10.31% | 8.19% | -21.71% | -33.10% | -43.63% |
| 2025 | 22.21% | 1.22% | 4.09% | 4.21% | 10.71% | 11.40% | 2.11% | 5.70% | 3.42% | -3.78% | 4.24% | -8.73% | 69.10% |
| 2026 | 11.42% | -4.04% | -14.32% | -16.15% | 1.36% | 0.00% | — | — | — | — | — | — | -22.14% |
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 | 742.23 |
| Min balance | 559.94 |
| Max balance | 1147.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.99 |
| Average monthly return (arithmetic), % | -0.16 |
| Best month, % | 22.21 |
| Worst month, % | -33.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -257.77 |
| Total PnL, % | -25.78 |
| Gross profit | 2137.56 |
| Gross loss | 2334.87 |
| Trading volume (USDT) | 163895.42 |
| Total transactions (buy/sell) | 151 |
| Total fees | 58.47 |
| Funding net | -1.98 |
| Funding accrued (received) | 11.78 |
| Funding paid | 13.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 150 |
| Win Trades | 96 |
| Los Trades | 54 |
| Win Rate, % | 64.00 |
| Expectancy per trade | -1.3154 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.09 |
| Position max, % of margin balance | 140.37 |
| Max Drawdown | 565.34 |
| Max Drawdown, % | 50.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9155 |
| Recovery Factor (Total PnL / Max DD) | -0.4559 |
| Sharpe ratio (monthly) | -0.0447 |
| Sortino ratio (monthly) | -0.0559 |
| CAGR, % | -11.61 |
| Calmar ratio (CAGR / Max DD%) | -0.2311 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -197.31 | Fee: 58.47 | Vol: 163895.42
Realized PnL by Symbol
Details
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