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
1077.79
Total PnL
77.79 (7.78%)
Total Trades (Win/Los)
176 (112/64)
Win Rate
63.64%
Max Drawdown
541.20 (41.91%)
Total Fees
79.17
Position avg (max), %
22.44 (135.67)
Profit Factor
1.06
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 | -14.88% | 19.66% | 8.85% | -8.36% | 3.32% | 3.07% | 3.55% | 12.17% | -5.76% | 6.20% | -21.11% | -14.75% | -15.42% |
| 2025 | 22.59% | 0.81% | -20.17% | 2.49% | 11.06% | 11.81% | -1.70% | 13.86% | 3.83% | -3.64% | 6.51% | -6.51% | 40.02% |
| 2026 | 5.91% | -3.36% | -10.56% | -7.60% | 7.58% | 0.00% | — | — | — | — | — | — | -9.00% |
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 | 1077.79 |
| Min balance | 750.12 |
| Max balance | 1360.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.25 |
| Average monthly return (arithmetic), % | 0.83 |
| Best month, % | 22.59 |
| Worst month, % | -21.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 77.79 |
| Total PnL, % | 7.78 |
| Gross profit | 3013.05 |
| Gross loss | 2850.06 |
| Trading volume (USDT) | 221996.97 |
| Total transactions (buy/sell) | 177 |
| Total fees | 79.17 |
| Funding net | -6.03 |
| Funding accrued (received) | 11.14 |
| Funding paid | 17.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 176 |
| Win Trades | 112 |
| Los Trades | 64 |
| Win Rate, % | 63.64 |
| Expectancy per trade | 0.9261 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.44 |
| Position max, % of margin balance | 135.67 |
| Max Drawdown | 541.20 |
| Max Drawdown, % | 41.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0572 |
| Recovery Factor (Total PnL / Max DD) | 0.1437 |
| Sharpe ratio (monthly) | 0.2692 |
| Sortino ratio (monthly) | 0.3894 |
| CAGR, % | 3.15 |
| Calmar ratio (CAGR / Max DD%) | 0.0752 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 162.99 | Fee: 79.17 | Vol: 221996.97
Realized PnL by Symbol
Details
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