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
857.19
Total PnL
-142.81 (-14.28%)
Total Trades (Win/Los)
153 (85/68)
Win Rate
55.56%
Max Drawdown
354.88 (34.16%)
Total Fees
59.42
Position avg (max), %
17.00 (132.34)
Profit Factor
0.95
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 | -21.39% | 15.42% | 0.84% | 3.86% | -15.39% | -3.60% | -2.94% | 12.64% | 4.01% | 0.19% | 8.55% | -29.21% | -32.15% |
| 2025 | 15.92% | 3.37% | -0.15% | 3.81% | -4.43% | 11.81% | 2.87% | 3.96% | 3.97% | -2.11% | 0.55% | -29.51% | 2.40% |
| 2026 | 11.99% | -2.45% | -0.65% | 5.62% | 7.63% | 0.00% | — | — | — | — | — | — | 23.38% |
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 | 857.19 |
| Min balance | 673.66 |
| Max balance | 1038.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.51 |
| Average monthly return (arithmetic), % | 0.17 |
| Best month, % | 15.92 |
| Worst month, % | -29.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -142.81 |
| Total PnL, % | -14.28 |
| Gross profit | 1738.41 |
| Gross loss | 1824.03 |
| Trading volume (USDT) | 166232.42 |
| Total transactions (buy/sell) | 154 |
| Total fees | 59.42 |
| Funding net | 2.22 |
| Funding accrued (received) | 9.48 |
| Funding paid | 7.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 153 |
| Win Trades | 85 |
| Los Trades | 68 |
| Win Rate, % | 55.56 |
| Expectancy per trade | -0.5596 |
| Max consecutive wins | 6 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.00 |
| Position max, % of margin balance | 132.34 |
| Max Drawdown | 354.88 |
| Max Drawdown, % | 34.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9531 |
| Recovery Factor (Total PnL / Max DD) | -0.4024 |
| Sharpe ratio (monthly) | 0.0541 |
| Sortino ratio (monthly) | 0.0659 |
| CAGR, % | -6.18 |
| Calmar ratio (CAGR / Max DD%) | -0.1810 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -85.61 | Fee: 59.42 | Vol: 166232.42
Realized PnL by Symbol
Details
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