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
1013.09
Total PnL
13.09 (1.31%)
Total Trades (Win/Los)
155 (100/55)
Win Rate
64.52%
Max Drawdown
600.53 (39.11%)
Total Fees
73.14
Position avg (max), %
24.95 (135.35)
Profit Factor
1.03
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 | -26.84% | 20.04% | 7.98% | 4.11% | -0.33% | -3.00% | 1.66% | 12.09% | -10.44% | 8.18% | -15.38% | -5.74% | -15.94% |
| 2025 | 22.21% | 0.82% | 3.51% | 4.09% | -2.94% | 11.25% | 2.05% | 13.88% | 0.04% | -4.06% | 4.50% | -8.00% | 53.70% |
| 2026 | 11.38% | -1.00% | -15.77% | -16.74% | 1.39% | 0.00% | — | — | — | — | — | — | -21.59% |
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 | 1013.09 |
| Min balance | 702.54 |
| Max balance | 1535.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.04 |
| Average monthly return (arithmetic), % | 0.63 |
| Best month, % | 22.21 |
| Worst month, % | -26.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 13.09 |
| Total PnL, % | 1.31 |
| Gross profit | 2739.40 |
| Gross loss | 2654.80 |
| Trading volume (USDT) | 205047.82 |
| Total transactions (buy/sell) | 156 |
| Total fees | 73.14 |
| Funding net | 1.62 |
| Funding accrued (received) | 16.92 |
| Funding paid | 15.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 155 |
| Win Trades | 100 |
| Los Trades | 55 |
| Win Rate, % | 64.52 |
| Expectancy per trade | 0.5458 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.95 |
| Position max, % of margin balance | 135.35 |
| Max Drawdown | 600.53 |
| Max Drawdown, % | 39.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0319 |
| Recovery Factor (Total PnL / Max DD) | 0.0218 |
| Sharpe ratio (monthly) | 0.2052 |
| Sortino ratio (monthly) | 0.2884 |
| CAGR, % | 0.54 |
| Calmar ratio (CAGR / Max DD%) | 0.0138 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 84.60 | Fee: 73.14 | Vol: 205047.82
Realized PnL by Symbol
Details
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