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
958.35
Total PnL
-41.65 (-4.17%)
Total Trades (Win/Los)
144 (79/65)
Win Rate
54.86%
Max Drawdown
410.07 (39.81%)
Total Fees
59.18
Position avg (max), %
18.14 (127.52)
Profit Factor
1.01
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 | -18.85% | 4.48% | 0.90% | 3.82% | -14.25% | -5.46% | -4.66% | 12.72% | 4.04% | 7.95% | 8.09% | -14.73% | -19.90% |
| 2025 | 14.14% | 4.29% | 8.06% | 2.61% | -10.49% | 0.25% | 7.86% | 3.80% | 3.91% | -10.13% | 2.88% | -16.16% | 6.81% |
| 2026 | 5.06% | -4.79% | -0.69% | 4.85% | 7.54% | 0.00% | — | — | — | — | — | — | 12.02% |
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 | 958.35 |
| Min balance | 620.07 |
| Max balance | 1144.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.14 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 14.14 |
| Worst month, % | -18.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -41.65 |
| Total PnL, % | -4.17 |
| Gross profit | 1831.66 |
| Gross loss | 1815.99 |
| Trading volume (USDT) | 165640.55 |
| Total transactions (buy/sell) | 145 |
| Total fees | 59.18 |
| Funding net | 1.86 |
| Funding accrued (received) | 10.53 |
| Funding paid | 8.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 79 |
| Los Trades | 65 |
| Win Rate, % | 54.86 |
| Expectancy per trade | 0.1088 |
| Max consecutive wins | 7 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.14 |
| Position max, % of margin balance | 127.52 |
| Max Drawdown | 410.07 |
| Max Drawdown, % | 39.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0086 |
| Recovery Factor (Total PnL / Max DD) | -0.1016 |
| Sharpe ratio (monthly) | 0.0960 |
| Sortino ratio (monthly) | 0.1226 |
| CAGR, % | -1.75 |
| Calmar ratio (CAGR / Max DD%) | -0.0439 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 15.67 | Fee: 59.18 | Vol: 165640.55
Realized PnL by Symbol
Details
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