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
1104.40
Total PnL
104.40 (10.44%)
Total Trades (Win/Los)
150 (98/52)
Win Rate
65.33%
Max Drawdown
733.44 (41.99%)
Total Fees
73.37
Position avg (max), %
23.12 (133.99)
Profit Factor
1.07
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% | 7.46% | -15.12% | -9.40% | -19.50% |
| 2025 | 22.16% | 0.86% | 4.12% | 4.16% | 10.13% | 11.47% | 2.04% | 13.94% | 3.30% | -3.77% | 4.74% | -8.85% | 80.99% |
| 2026 | 10.84% | -3.96% | -15.91% | -16.40% | 1.28% | 0.00% | — | — | — | — | — | — | -24.20% |
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 | 1104.40 |
| Min balance | 702.54 |
| Max balance | 1746.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 0.95 |
| Best month, % | 22.16 |
| Worst month, % | -26.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 104.40 |
| Total PnL, % | 10.44 |
| Gross profit | 2817.69 |
| Gross loss | 2640.56 |
| Trading volume (USDT) | 205741.66 |
| Total transactions (buy/sell) | 151 |
| Total fees | 73.37 |
| Funding net | 0.63 |
| Funding accrued (received) | 15.94 |
| Funding paid | 15.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 150 |
| Win Trades | 98 |
| Los Trades | 52 |
| Win Rate, % | 65.33 |
| Expectancy per trade | 1.1809 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.12 |
| Position max, % of margin balance | 133.99 |
| Max Drawdown | 733.44 |
| Max Drawdown, % | 41.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0671 |
| Recovery Factor (Total PnL / Max DD) | 0.1423 |
| Sharpe ratio (monthly) | 0.3009 |
| Sortino ratio (monthly) | 0.4246 |
| CAGR, % | 4.20 |
| Calmar ratio (CAGR / Max DD%) | 0.1000 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 177.14 | Fee: 73.37 | Vol: 205741.66
Realized PnL by Symbol
Details
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