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
1495.74
Total PnL
495.74 (49.57%)
Total Trades (Win/Los)
154 (102/52)
Win Rate
66.23%
Max Drawdown
461.85 (36.40%)
Total Fees
77.77
Position avg (max), %
19.77 (134.72)
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 | -17.91% | 19.74% | 8.83% | -8.50% | -0.57% | 9.35% | 3.46% | 12.12% | -11.74% | 7.40% | -21.28% | -11.81% | -18.77% |
| 2025 | 22.49% | 0.85% | 4.13% | 4.61% | 10.86% | 11.25% | -1.89% | 13.83% | 3.72% | -3.86% | 6.81% | -9.88% | 77.90% |
| 2026 | 13.65% | -3.31% | -7.97% | -4.95% | 7.69% | 0.00% | — | — | — | — | — | — | 3.50% |
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 | 1495.74 |
| Min balance | 788.46 |
| Max balance | 1720.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.35 |
| Average monthly return (arithmetic), % | 1.90 |
| Best month, % | 22.49 |
| Worst month, % | -21.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 495.74 |
| Total PnL, % | 49.57 |
| Gross profit | 3129.88 |
| Gross loss | 2549.33 |
| Trading volume (USDT) | 218169.01 |
| Total transactions (buy/sell) | 155 |
| Total fees | 77.77 |
| Funding net | -7.05 |
| Funding accrued (received) | 10.80 |
| Funding paid | 17.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 102 |
| Los Trades | 52 |
| Win Rate, % | 66.23 |
| Expectancy per trade | 3.7698 |
| Max consecutive wins | 11 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.77 |
| Position max, % of margin balance | 134.72 |
| Max Drawdown | 461.85 |
| Max Drawdown, % | 36.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2277 |
| Recovery Factor (Total PnL / Max DD) | 1.0734 |
| Sharpe ratio (monthly) | 0.6301 |
| Sortino ratio (monthly) | 0.9870 |
| CAGR, % | 18.14 |
| Calmar ratio (CAGR / Max DD%) | 0.4984 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 580.55 | Fee: 77.77 | Vol: 218169.01
Realized PnL by Symbol
Details
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