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
734.17
Total PnL
-265.83 (-26.58%)
Total Trades (Win/Los)
147 (97/50)
Win Rate
65.99%
Max Drawdown
512.70 (48.88%)
Total Fees
50.82
Position avg (max), %
24.14 (166.86)
Profit Factor
0.90
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 | -41.55% | 20.03% | 8.94% | -8.53% | -1.12% | 9.38% | 2.78% | 12.03% | 3.81% | 7.29% | -20.98% | -29.54% | -46.02% |
| 2025 | 22.91% | 1.27% | 4.13% | 4.06% | 10.56% | 11.71% | -1.63% | 5.69% | 3.46% | -4.23% | 4.48% | -11.08% | 59.39% |
| 2026 | 13.58% | -4.03% | -8.01% | -16.16% | 1.50% | 0.00% | — | — | — | — | — | — | -14.67% |
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 | 734.17 |
| Min balance | 536.16 |
| Max balance | 1061.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.02 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 22.91 |
| Worst month, % | -41.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -265.83 |
| Total PnL, % | -26.58 |
| Gross profit | 1902.13 |
| Gross loss | 2113.55 |
| Trading volume (USDT) | 142480.67 |
| Total transactions (buy/sell) | 148 |
| Total fees | 50.82 |
| Funding net | -3.58 |
| Funding accrued (received) | 9.55 |
| Funding paid | 13.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 147 |
| Win Trades | 97 |
| Los Trades | 50 |
| Win Rate, % | 65.99 |
| Expectancy per trade | -1.4383 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.14 |
| Position max, % of margin balance | 166.86 |
| Max Drawdown | 512.70 |
| Max Drawdown, % | 48.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9000 |
| Recovery Factor (Total PnL / Max DD) | -0.5185 |
| Sharpe ratio (monthly) | 0.0062 |
| Sortino ratio (monthly) | 0.0076 |
| CAGR, % | -12.01 |
| Calmar ratio (CAGR / Max DD%) | -0.2457 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -211.43 | Fee: 50.82 | Vol: 142480.67
Realized PnL by Symbol
Details
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