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
763.24
Total PnL
-236.76 (-23.68%)
Total Trades (Win/Los)
137 (87/50)
Win Rate
63.50%
Max Drawdown
523.14 (49.88%)
Total Fees
47.68
Position avg (max), %
22.35 (175.81)
Profit Factor
0.91
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% | 1.16% | 4.18% | -0.97% | 10.82% | 2.85% | 11.17% | 3.85% | 7.31% | -20.81% | -30.23% | -46.56% |
| 2025 | 20.47% | 1.31% | 4.12% | 3.95% | 10.72% | 12.98% | 2.11% | 5.69% | 7.43% | -6.76% | 4.82% | -10.95% | 66.77% |
| 2026 | 13.93% | -4.07% | -8.02% | -16.06% | 1.50% | 0.00% | — | — | — | — | — | — | -14.35% |
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 | 763.24 |
| Min balance | 525.72 |
| Max balance | 1093.18 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.90 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 20.47 |
| Worst month, % | -45.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -236.76 |
| Total PnL, % | -23.68 |
| Gross profit | 1814.88 |
| Gross loss | 2001.54 |
| Trading volume (USDT) | 133668.21 |
| Total transactions (buy/sell) | 138 |
| Total fees | 47.68 |
| Funding net | -2.42 |
| Funding accrued (received) | 9.30 |
| Funding paid | 11.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 137 |
| Win Trades | 87 |
| Los Trades | 50 |
| Win Rate, % | 63.50 |
| Expectancy per trade | -1.3625 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.35 |
| Position max, % of margin balance | 175.81 |
| Max Drawdown | 523.14 |
| Max Drawdown, % | 49.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9067 |
| Recovery Factor (Total PnL / Max DD) | -0.4526 |
| Sharpe ratio (monthly) | 0.0603 |
| Sortino ratio (monthly) | 0.0728 |
| CAGR, % | -10.59 |
| Calmar ratio (CAGR / Max DD%) | -0.2122 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -186.66 | Fee: 47.68 | Vol: 133668.21
Realized PnL by Symbol
Details
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