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
1392.11
Total PnL
392.11 (39.21%)
Total Trades (Win/Los)
154 (102/52)
Win Rate
66.23%
Max Drawdown
475.97 (28.67%)
Total Fees
75.45
Position avg (max), %
19.61 (133.59)
Profit Factor
1.19
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% | -8.67% | -0.57% | 9.36% | 2.82% | 12.15% | -11.61% | 7.34% | -21.21% | -13.58% | -20.86% |
| 2025 | 22.21% | 0.87% | 4.14% | 4.60% | 10.83% | 11.20% | -1.75% | 13.84% | 3.31% | -4.29% | 5.10% | -11.12% | 70.99% |
| 2026 | 13.77% | -3.34% | -8.06% | -5.33% | 7.49% | 0.00% | — | — | — | — | — | — | 2.87% |
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 | 1392.11 |
| Min balance | 786.05 |
| Max balance | 1660.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.11 |
| Average monthly return (arithmetic), % | 1.67 |
| Best month, % | 22.21 |
| Worst month, % | -21.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 392.11 |
| Total PnL, % | 39.21 |
| Gross profit | 3014.04 |
| Gross loss | 2537.98 |
| Trading volume (USDT) | 211646.75 |
| Total transactions (buy/sell) | 155 |
| Total fees | 75.45 |
| Funding net | -8.51 |
| Funding accrued (received) | 9.41 |
| Funding paid | 17.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 102 |
| Los Trades | 52 |
| Win Rate, % | 66.23 |
| Expectancy per trade | 3.0913 |
| Max consecutive wins | 11 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.61 |
| Position max, % of margin balance | 133.59 |
| Max Drawdown | 475.97 |
| Max Drawdown, % | 28.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1876 |
| Recovery Factor (Total PnL / Max DD) | 0.8238 |
| Sharpe ratio (monthly) | 0.5485 |
| Sortino ratio (monthly) | 0.8434 |
| CAGR, % | 14.68 |
| Calmar ratio (CAGR / Max DD%) | 0.5122 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 476.07 | Fee: 75.45 | Vol: 211646.75
Realized PnL by Symbol
Details
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