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
1606.08
Total PnL
606.08 (60.61%)
Total Trades (Win/Los)
160 (106/54)
Win Rate
66.25%
Max Drawdown
459.27 (24.51%)
Total Fees
88.52
Position avg (max), %
20.56 (124.32)
Profit Factor
1.25
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 | -17.72% | 19.70% | 8.81% | -6.76% | -0.50% | 10.97% | 3.52% | 12.09% | -10.30% | 7.58% | -3.33% | -10.30% | 7.14% |
| 2025 | 21.54% | 0.65% | -14.00% | 4.71% | 11.02% | 11.81% | -1.50% | 14.05% | 3.78% | -4.14% | 6.61% | -8.29% | 49.41% |
| 2026 | 13.69% | -3.14% | -6.52% | -9.53% | 7.72% | 0.00% | — | — | — | — | — | — | 0.33% |
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 | 1606.08 |
| Min balance | 790.40 |
| Max balance | 1873.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.59 |
| Average monthly return (arithmetic), % | 2.07 |
| Best month, % | 21.54 |
| Worst month, % | -17.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 606.08 |
| Total PnL, % | 60.61 |
| Gross profit | 3518.61 |
| Gross loss | 2814.83 |
| Trading volume (USDT) | 248286.82 |
| Total transactions (buy/sell) | 161 |
| Total fees | 88.52 |
| Funding net | -9.17 |
| Funding accrued (received) | 11.63 |
| Funding paid | 20.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 160 |
| Win Trades | 106 |
| Los Trades | 54 |
| Win Rate, % | 66.25 |
| Expectancy per trade | 4.3986 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.56 |
| Position max, % of margin balance | 124.32 |
| Max Drawdown | 459.27 |
| Max Drawdown, % | 24.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2500 |
| Recovery Factor (Total PnL / Max DD) | 1.3197 |
| Sharpe ratio (monthly) | 0.7268 |
| Sortino ratio (monthly) | 1.2384 |
| CAGR, % | 21.68 |
| Calmar ratio (CAGR / Max DD%) | 0.8843 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 703.77 | Fee: 88.52 | Vol: 248286.82
Realized PnL by Symbol
Details
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