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
1335.69
Total PnL
335.69 (33.57%)
Total Trades (Win/Los)
163 (105/58)
Win Rate
64.42%
Max Drawdown
746.13 (38.68%)
Total Fees
91.22
Position avg (max), %
23.17 (133.41)
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 | -2.75% | 8.15% | 8.84% | -8.62% | -0.58% | -2.19% | 1.10% | 11.39% | -10.38% | 7.76% | -1.65% | -10.71% | -2.85% |
| 2025 | 22.35% | 0.71% | 11.56% | 4.54% | -3.04% | 11.59% | 2.01% | 13.84% | -0.01% | -4.23% | 5.68% | -8.13% | 67.88% |
| 2026 | 11.55% | -0.93% | -15.91% | -16.51% | 5.56% | 0.00% | — | — | — | — | — | — | -18.10% |
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 | 1335.69 |
| Min balance | 838.93 |
| Max balance | 1928.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.97 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 22.35 |
| Worst month, % | -16.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 335.69 |
| Total PnL, % | 33.57 |
| Gross profit | 3506.47 |
| Gross loss | 3078.12 |
| Trading volume (USDT) | 255779.92 |
| Total transactions (buy/sell) | 164 |
| Total fees | 91.22 |
| Funding net | -1.44 |
| Funding accrued (received) | 17.75 |
| Funding paid | 19.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 163 |
| Win Trades | 105 |
| Los Trades | 58 |
| Win Rate, % | 64.42 |
| Expectancy per trade | 2.6279 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.17 |
| Position max, % of margin balance | 133.41 |
| Max Drawdown | 746.13 |
| Max Drawdown, % | 38.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1392 |
| Recovery Factor (Total PnL / Max DD) | 0.4499 |
| Sharpe ratio (monthly) | 0.5300 |
| Sortino ratio (monthly) | 0.8492 |
| CAGR, % | 12.73 |
| Calmar ratio (CAGR / Max DD%) | 0.3292 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 428.35 | Fee: 91.22 | Vol: 255779.92
Realized PnL by Symbol
Details
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