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
947.61
Total PnL
-52.39 (-5.24%)
Total Trades (Win/Los)
139 (89/50)
Win Rate
64.03%
Max Drawdown
487.27 (46.46%)
Total Fees
52.59
Position avg (max), %
21.28 (166.86)
Profit Factor
1.00
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% | 1.09% | 4.11% | -0.99% | 10.79% | 2.77% | 11.95% | 3.78% | 7.32% | -21.30% | -29.24% | -42.21% |
| 2025 | 20.18% | 1.21% | 4.13% | 3.93% | 10.74% | 11.80% | 2.09% | 14.20% | 7.34% | -6.67% | 5.08% | -11.04% | 77.96% |
| 2026 | 13.58% | -4.03% | -7.92% | -14.55% | 7.43% | 0.00% | — | — | — | — | — | — | -7.86% |
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 | 947.61 |
| Min balance | 561.59 |
| Max balance | 1259.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.18 |
| Average monthly return (arithmetic), % | 0.88 |
| Best month, % | 20.18 |
| Worst month, % | -41.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -52.39 |
| Total PnL, % | -5.24 |
| Gross profit | 2061.05 |
| Gross loss | 2057.07 |
| Trading volume (USDT) | 147472.65 |
| Total transactions (buy/sell) | 140 |
| Total fees | 52.59 |
| Funding net | -3.78 |
| Funding accrued (received) | 9.12 |
| Funding paid | 12.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 139 |
| Win Trades | 89 |
| Los Trades | 50 |
| Win Rate, % | 64.03 |
| Expectancy per trade | 0.0286 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.28 |
| Position max, % of margin balance | 166.86 |
| Max Drawdown | 487.27 |
| Max Drawdown, % | 46.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0019 |
| Recovery Factor (Total PnL / Max DD) | -0.1075 |
| Sharpe ratio (monthly) | 0.2251 |
| Sortino ratio (monthly) | 0.2811 |
| CAGR, % | -2.20 |
| Calmar ratio (CAGR / Max DD%) | -0.0474 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 3.98 | Fee: 52.59 | Vol: 147472.65
Realized PnL by Symbol
Details
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