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
1070.94
Total PnL
70.94 (7.09%)
Total Trades (Win/Los)
155 (101/54)
Win Rate
65.16%
Max Drawdown
587.69 (37.32%)
Total Fees
74.92
Position avg (max), %
24.41 (134.87)
Profit Factor
1.05
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 | -25.66% | 19.70% | 7.99% | 4.06% | -0.44% | -1.78% | 2.01% | 11.22% | -9.48% | 6.86% | -15.37% | -5.43% | -14.12% |
| 2025 | 21.79% | 0.81% | 4.13% | 4.17% | -3.01% | 11.37% | 2.05% | 13.84% | 3.43% | -7.26% | 4.99% | -8.02% | 54.82% |
| 2026 | 11.32% | -0.93% | -14.21% | -16.15% | 1.52% | 0.00% | — | — | — | — | — | — | -19.46% |
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 | 1070.94 |
| Min balance | 714.08 |
| Max balance | 1574.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.23 |
| Average monthly return (arithmetic), % | 0.78 |
| Best month, % | 21.79 |
| Worst month, % | -25.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 70.94 |
| Total PnL, % | 7.09 |
| Gross profit | 2805.49 |
| Gross loss | 2660.42 |
| Trading volume (USDT) | 210031.24 |
| Total transactions (buy/sell) | 156 |
| Total fees | 74.92 |
| Funding net | 0.79 |
| Funding accrued (received) | 16.58 |
| Funding paid | 15.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 155 |
| Win Trades | 101 |
| Los Trades | 54 |
| Win Rate, % | 65.16 |
| Expectancy per trade | 0.9359 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.41 |
| Position max, % of margin balance | 134.87 |
| Max Drawdown | 587.69 |
| Max Drawdown, % | 37.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0545 |
| Recovery Factor (Total PnL / Max DD) | 0.1207 |
| Sharpe ratio (monthly) | 0.2616 |
| Sortino ratio (monthly) | 0.3712 |
| CAGR, % | 2.88 |
| Calmar ratio (CAGR / Max DD%) | 0.0771 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 145.07 | Fee: 74.92 | Vol: 210031.24
Realized PnL by Symbol
Details
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