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
1017.19
Total PnL
17.19 (1.72%)
Total Trades (Win/Los)
152 (100/52)
Win Rate
65.79%
Max Drawdown
616.18 (49.12%)
Total Fees
65.85
Position avg (max), %
20.44 (137.84)
Profit Factor
1.04
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% | -0.96% | 9.40% | 2.95% | 11.98% | -11.75% | 7.38% | -21.13% | -29.57% | -35.75% |
| 2025 | 22.13% | 1.07% | 4.14% | 4.71% | 10.68% | 11.16% | -1.69% | 13.87% | 3.37% | -4.02% | 4.35% | -11.06% | 70.69% |
| 2026 | 13.51% | -3.38% | -7.91% | -14.44% | 7.34% | 0.00% | — | — | — | — | — | — | -7.24% |
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 | 1017.19 |
| Min balance | 638.16 |
| Max balance | 1350.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.06 |
| Average monthly return (arithmetic), % | 0.80 |
| Best month, % | 22.13 |
| Worst month, % | -29.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 17.19 |
| Total PnL, % | 1.72 |
| Gross profit | 2531.83 |
| Gross loss | 2441.74 |
| Trading volume (USDT) | 184659.93 |
| Total transactions (buy/sell) | 153 |
| Total fees | 65.85 |
| Funding net | -7.06 |
| Funding accrued (received) | 8.89 |
| Funding paid | 15.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 152 |
| Win Trades | 100 |
| Los Trades | 52 |
| Win Rate, % | 65.79 |
| Expectancy per trade | 0.5927 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.44 |
| Position max, % of margin balance | 137.84 |
| Max Drawdown | 616.18 |
| Max Drawdown, % | 49.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0369 |
| Recovery Factor (Total PnL / Max DD) | 0.0279 |
| Sharpe ratio (monthly) | 0.2340 |
| Sortino ratio (monthly) | 0.3196 |
| CAGR, % | 0.71 |
| Calmar ratio (CAGR / Max DD%) | 0.0144 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 90.09 | Fee: 65.85 | Vol: 184659.93
Realized PnL by Symbol
Details
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