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
1255.34
Total PnL
255.34 (25.53%)
Total Trades (Win/Los)
167 (109/58)
Win Rate
65.27%
Max Drawdown
620.35 (36.57%)
Total Fees
83.34
Position avg (max), %
21.04 (134.85)
Profit Factor
1.12
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 | -14.97% | 19.68% | 8.86% | -8.55% | 3.49% | 2.32% | 2.95% | 11.98% | -6.12% | 6.21% | -21.28% | -16.70% | -19.14% |
| 2025 | 22.25% | 0.85% | 4.10% | 3.88% | 10.85% | 11.18% | -1.71% | 14.17% | 3.30% | -3.82% | 4.49% | -9.59% | 73.06% |
| 2026 | 5.89% | -3.46% | -13.01% | -6.07% | 7.40% | 0.00% | — | — | — | — | — | — | -10.29% |
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 | 1255.34 |
| Min balance | 803.07 |
| Max balance | 1696.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.76 |
| Average monthly return (arithmetic), % | 1.29 |
| Best month, % | 22.25 |
| Worst month, % | -21.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 255.34 |
| Total PnL, % | 25.53 |
| Gross profit | 3186.87 |
| Gross loss | 2841.17 |
| Trading volume (USDT) | 233719.62 |
| Total transactions (buy/sell) | 168 |
| Total fees | 83.34 |
| Funding net | -7.01 |
| Funding accrued (received) | 11.25 |
| Funding paid | 18.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 167 |
| Win Trades | 109 |
| Los Trades | 58 |
| Win Rate, % | 65.27 |
| Expectancy per trade | 2.0700 |
| Max consecutive wins | 11 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.04 |
| Position max, % of margin balance | 134.85 |
| Max Drawdown | 620.35 |
| Max Drawdown, % | 36.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1217 |
| Recovery Factor (Total PnL / Max DD) | 0.4116 |
| Sharpe ratio (monthly) | 0.4373 |
| Sortino ratio (monthly) | 0.6532 |
| CAGR, % | 9.87 |
| Calmar ratio (CAGR / Max DD%) | 0.2700 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 345.69 | Fee: 83.34 | Vol: 233719.62
Realized PnL by Symbol
Details
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