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
1450.65
Total PnL
450.65 (45.06%)
Total Trades (Win/Los)
154 (102/52)
Win Rate
66.23%
Max Drawdown
477.79 (37.71%)
Total Fees
76.45
Position avg (max), %
19.88 (134.78)
Profit Factor
1.21
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% | -8.74% | -0.57% | 9.37% | 3.59% | 12.13% | -11.69% | 7.40% | -21.29% | -13.67% | -20.52% |
| 2025 | 22.54% | 0.86% | 4.11% | 4.53% | 10.72% | 11.24% | -1.88% | 13.81% | 3.75% | -4.19% | 6.66% | -9.95% | 76.65% |
| 2026 | 13.75% | -3.18% | -7.89% | -5.43% | 7.70% | 0.00% | — | — | — | — | — | — | 3.33% |
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 | 1450.65 |
| Min balance | 788.46 |
| Max balance | 1674.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.25 |
| Average monthly return (arithmetic), % | 1.81 |
| Best month, % | 22.54 |
| Worst month, % | -21.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 450.65 |
| Total PnL, % | 45.06 |
| Gross profit | 3063.33 |
| Gross loss | 2529.27 |
| Trading volume (USDT) | 214457.19 |
| Total transactions (buy/sell) | 155 |
| Total fees | 76.45 |
| Funding net | -6.97 |
| Funding accrued (received) | 10.62 |
| Funding paid | 17.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 102 |
| Los Trades | 52 |
| Win Rate, % | 66.23 |
| Expectancy per trade | 3.4679 |
| Max consecutive wins | 11 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.88 |
| Position max, % of margin balance | 134.78 |
| Max Drawdown | 477.79 |
| Max Drawdown, % | 37.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2112 |
| Recovery Factor (Total PnL / Max DD) | 0.9432 |
| Sharpe ratio (monthly) | 0.5938 |
| Sortino ratio (monthly) | 0.9202 |
| CAGR, % | 16.66 |
| Calmar ratio (CAGR / Max DD%) | 0.4417 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 534.06 | Fee: 76.45 | Vol: 214457.19
Realized PnL by Symbol
Details
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