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
1557.00
Total PnL
557.00 (55.70%)
Total Trades (Win/Los)
168 (109/59)
Win Rate
64.88%
Max Drawdown
509.16 (35.30%)
Total Fees
92.37
Position avg (max), %
21.06 (124.26)
Profit Factor
1.23
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 | -2.15% | 1.11% | 8.89% | -5.34% | 0.91% | 11.80% | 4.15% | 12.07% | -10.21% | 7.59% | -3.01% | -9.64% | 13.69% |
| 2025 | 8.98% | 0.68% | -13.83% | 4.70% | 11.01% | 11.94% | -1.68% | 12.54% | 3.81% | -3.04% | 6.96% | -8.41% | 34.19% |
| 2026 | 13.65% | -2.85% | -6.49% | -8.06% | 7.52% | 0.00% | — | — | — | — | — | — | 2.06% |
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 | 1557.00 |
| Min balance | 877.24 |
| Max balance | 1781.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.49 |
| Average monthly return (arithmetic), % | 1.79 |
| Best month, % | 13.65 |
| Worst month, % | -13.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 557.00 |
| Total PnL, % | 55.70 |
| Gross profit | 3539.72 |
| Gross loss | 2881.24 |
| Trading volume (USDT) | 259007.66 |
| Total transactions (buy/sell) | 169 |
| Total fees | 92.37 |
| Funding net | -9.11 |
| Funding accrued (received) | 11.95 |
| Funding paid | 21.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 168 |
| Win Trades | 109 |
| Los Trades | 59 |
| Win Rate, % | 64.88 |
| Expectancy per trade | 3.9195 |
| Max consecutive wins | 8 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.06 |
| Position max, % of margin balance | 124.26 |
| Max Drawdown | 509.16 |
| Max Drawdown, % | 35.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2285 |
| Recovery Factor (Total PnL / Max DD) | 1.0940 |
| Sharpe ratio (monthly) | 0.7978 |
| Sortino ratio (monthly) | 1.3514 |
| CAGR, % | 20.12 |
| Calmar ratio (CAGR / Max DD%) | 0.5700 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 658.48 | Fee: 92.37 | Vol: 259007.66
Realized PnL by Symbol
Details
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