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
1347.83
Total PnL
347.83 (34.78%)
Total Trades (Win/Los)
166 (108/58)
Win Rate
65.06%
Max Drawdown
699.76 (36.91%)
Total Fees
90.71
Position avg (max), %
23.56 (126.13)
Profit Factor
1.14
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 | -1.10% | 8.14% | -0.82% | -8.56% | -0.40% | -1.94% | 1.96% | 12.18% | -9.48% | 6.87% | 1.69% | -10.69% | -4.79% |
| 2025 | 21.57% | 0.73% | 12.07% | 4.51% | -3.02% | 11.53% | 2.01% | 14.23% | 3.40% | -7.29% | 5.79% | -8.13% | 68.39% |
| 2026 | 11.57% | -0.82% | -14.26% | -16.09% | 5.59% | 0.00% | — | — | — | — | — | — | -15.93% |
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 | 1347.83 |
| Min balance | 851.02 |
| Max balance | 1895.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.00 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 21.57 |
| Worst month, % | -16.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 347.83 |
| Total PnL, % | 34.78 |
| Gross profit | 3482.00 |
| Gross loss | 3041.69 |
| Trading volume (USDT) | 254347.64 |
| Total transactions (buy/sell) | 167 |
| Total fees | 90.71 |
| Funding net | -1.77 |
| Funding accrued (received) | 17.24 |
| Funding paid | 19.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 166 |
| Win Trades | 108 |
| Los Trades | 58 |
| Win Rate, % | 65.06 |
| Expectancy per trade | 2.6525 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.56 |
| Position max, % of margin balance | 126.13 |
| Max Drawdown | 699.76 |
| Max Drawdown, % | 36.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1448 |
| Recovery Factor (Total PnL / Max DD) | 0.4971 |
| Sharpe ratio (monthly) | 0.5478 |
| Sortino ratio (monthly) | 0.8822 |
| CAGR, % | 13.16 |
| Calmar ratio (CAGR / Max DD%) | 0.3565 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 440.31 | Fee: 90.71 | Vol: 254347.64
Realized PnL by Symbol
Details
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