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
1335.37
Total PnL
335.37 (33.54%)
Total Trades (Win/Los)
173 (111/62)
Win Rate
64.16%
Max Drawdown
648.00 (37.17%)
Total Fees
89.40
Position avg (max), %
21.54 (133.68)
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 | -14.95% | 19.68% | 8.86% | -8.34% | 3.43% | 3.07% | 3.55% | 12.16% | -5.76% | 6.19% | -21.16% | -15.25% | -15.92% |
| 2025 | 22.41% | 0.82% | 4.10% | 2.37% | 10.85% | 11.25% | -1.69% | 13.83% | 3.72% | -3.78% | 6.81% | -8.67% | 76.70% |
| 2026 | 6.05% | -3.20% | -12.13% | -7.48% | 7.69% | 0.00% | — | — | — | — | — | — | -10.12% |
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 | 1335.37 |
| Min balance | 816.99 |
| Max balance | 1743.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.97 |
| Average monthly return (arithmetic), % | 1.48 |
| Best month, % | 22.41 |
| Worst month, % | -21.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 335.37 |
| Total PnL, % | 33.54 |
| Gross profit | 3413.24 |
| Gross loss | 2983.47 |
| Trading volume (USDT) | 250673.86 |
| Total transactions (buy/sell) | 174 |
| Total fees | 89.40 |
| Funding net | -5.00 |
| Funding accrued (received) | 13.21 |
| Funding paid | 18.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 173 |
| Win Trades | 111 |
| Los Trades | 62 |
| Win Rate, % | 64.16 |
| Expectancy per trade | 2.4842 |
| Max consecutive wins | 11 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.54 |
| Position max, % of margin balance | 133.68 |
| Max Drawdown | 648.00 |
| Max Drawdown, % | 37.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1441 |
| Recovery Factor (Total PnL / Max DD) | 0.5175 |
| Sharpe ratio (monthly) | 0.5090 |
| Sortino ratio (monthly) | 0.7758 |
| CAGR, % | 12.72 |
| Calmar ratio (CAGR / Max DD%) | 0.3423 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 429.77 | Fee: 89.40 | Vol: 250673.86
Realized PnL by Symbol
Details
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