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
1561.16
Total PnL
561.16 (56.12%)
Total Trades (Win/Los)
154 (102/52)
Win Rate
66.23%
Max Drawdown
456.25 (35.97%)
Total Fees
78.75
Position avg (max), %
19.70 (134.61)
Profit Factor
1.26
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 | -17.91% | 19.74% | 8.83% | -8.53% | -0.57% | 9.35% | 3.46% | 12.12% | -11.66% | 7.39% | -21.27% | -11.29% | -18.22% |
| 2025 | 22.40% | 0.84% | 4.11% | 4.54% | 11.33% | 11.86% | -1.68% | 13.78% | 3.71% | -3.77% | 6.63% | -8.92% | 81.37% |
| 2026 | 13.64% | -3.26% | -6.49% | -4.92% | 7.69% | 0.00% | — | — | — | — | — | — | 5.25% |
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 | 1561.16 |
| Min balance | 788.46 |
| Max balance | 1747.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.50 |
| Average monthly return (arithmetic), % | 2.04 |
| Best month, % | 22.40 |
| Worst month, % | -21.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 561.16 |
| Total PnL, % | 56.12 |
| Gross profit | 3181.46 |
| Gross loss | 2534.44 |
| Trading volume (USDT) | 220906.57 |
| Total transactions (buy/sell) | 155 |
| Total fees | 78.75 |
| Funding net | -7.11 |
| Funding accrued (received) | 10.92 |
| Funding paid | 18.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 102 |
| Los Trades | 52 |
| Win Rate, % | 66.23 |
| Expectancy per trade | 4.2014 |
| Max consecutive wins | 11 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.70 |
| Position max, % of margin balance | 134.61 |
| Max Drawdown | 456.25 |
| Max Drawdown, % | 35.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2553 |
| Recovery Factor (Total PnL / Max DD) | 1.2299 |
| Sharpe ratio (monthly) | 0.6806 |
| Sortino ratio (monthly) | 1.0796 |
| CAGR, % | 20.26 |
| Calmar ratio (CAGR / Max DD%) | 0.5631 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 647.02 | Fee: 78.75 | Vol: 220906.57
Realized PnL by Symbol
Details
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