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
693.44
Total PnL
-306.56 (-30.66%)
Total Trades (Win/Los)
144 (95/49)
Win Rate
65.97%
Max Drawdown
555.62 (52.97%)
Total Fees
46.09
Position avg (max), %
24.15 (175.81)
Profit Factor
0.87
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 | -45.29% | 19.95% | 8.95% | -8.50% | -1.18% | 9.39% | 2.90% | 11.95% | 3.85% | 7.27% | -21.02% | -30.71% | -50.34% |
| 2025 | 22.83% | 1.38% | 4.13% | 3.90% | 0.04% | 12.96% | 2.11% | 14.17% | 3.51% | -4.29% | 4.56% | -11.04% | 63.60% |
| 2026 | 13.55% | -4.04% | -8.07% | -16.04% | 1.47% | 0.00% | — | — | — | — | — | — | -14.65% |
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 | 693.44 |
| Min balance | 493.23 |
| Max balance | 1048.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.21 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 22.83 |
| Worst month, % | -45.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -306.56 |
| Total PnL, % | -30.66 |
| Gross profit | 1747.13 |
| Gross loss | 2004.08 |
| Trading volume (USDT) | 129213.49 |
| Total transactions (buy/sell) | 145 |
| Total fees | 46.09 |
| Funding net | -3.53 |
| Funding accrued (received) | 8.72 |
| Funding paid | 12.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 95 |
| Los Trades | 49 |
| Win Rate, % | 65.97 |
| Expectancy per trade | -1.7843 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.15 |
| Position max, % of margin balance | 175.81 |
| Max Drawdown | 555.62 |
| Max Drawdown, % | 52.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8718 |
| Recovery Factor (Total PnL / Max DD) | -0.5517 |
| Sharpe ratio (monthly) | -0.0104 |
| Sortino ratio (monthly) | -0.0127 |
| CAGR, % | -14.07 |
| Calmar ratio (CAGR / Max DD%) | -0.2655 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -256.94 | Fee: 46.09 | Vol: 129213.49
Realized PnL by Symbol
Details
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