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
1332.62
Total PnL
332.62 (33.26%)
Total Trades (Win/Los)
170 (111/59)
Win Rate
65.29%
Max Drawdown
569.92 (33.45%)
Total Fees
86.40
Position avg (max), %
21.18 (134.25)
Profit Factor
1.15
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% | -8.62% | 3.49% | 3.08% | 3.56% | 12.04% | -5.78% | 6.19% | -21.17% | -16.70% | -17.67% |
| 2025 | 22.60% | 0.83% | 4.12% | 2.41% | 10.75% | 11.20% | -1.69% | 13.91% | 3.74% | -4.18% | 6.79% | -8.62% | 76.37% |
| 2026 | 6.08% | -3.34% | -12.03% | -5.33% | 7.48% | 0.00% | — | — | — | — | — | — | -8.22% |
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 | 1332.62 |
| Min balance | 816.99 |
| Max balance | 1703.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.96 |
| Average monthly return (arithmetic), % | 1.48 |
| Best month, % | 22.60 |
| Worst month, % | -21.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 332.62 |
| Total PnL, % | 33.26 |
| Gross profit | 3310.81 |
| Gross loss | 2887.10 |
| Trading volume (USDT) | 242289.07 |
| Total transactions (buy/sell) | 171 |
| Total fees | 86.40 |
| Funding net | -4.69 |
| Funding accrued (received) | 12.85 |
| Funding paid | 17.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 170 |
| Win Trades | 111 |
| Los Trades | 59 |
| Win Rate, % | 65.29 |
| Expectancy per trade | 2.4924 |
| Max consecutive wins | 11 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.18 |
| Position max, % of margin balance | 134.25 |
| Max Drawdown | 569.92 |
| Max Drawdown, % | 33.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1468 |
| Recovery Factor (Total PnL / Max DD) | 0.5836 |
| Sharpe ratio (monthly) | 0.5062 |
| Sortino ratio (monthly) | 0.7679 |
| CAGR, % | 12.63 |
| Calmar ratio (CAGR / Max DD%) | 0.3775 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 423.71 | Fee: 86.40 | Vol: 242289.07
Realized PnL by Symbol
Details
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