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
1150.22
Total PnL
150.22 (15.02%)
Total Trades (Win/Los)
143 (96/47)
Win Rate
67.13%
Max Drawdown
671.70 (46.54%)
Total Fees
71.94
Position avg (max), %
22.18 (135.58)
Profit Factor
1.09
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 | -14.16% | 19.78% | 7.94% | -8.54% | -0.88% | 9.31% | 2.89% | 12.05% | 3.83% | 7.41% | -21.26% | -30.23% | -22.31% |
| 2025 | 22.53% | 0.88% | 4.09% | 3.95% | 10.73% | 11.40% | 2.03% | 14.15% | 3.30% | -4.45% | 4.76% | -11.23% | 76.38% |
| 2026 | 13.65% | -3.94% | -9.48% | -16.18% | 1.34% | 0.00% | — | — | — | — | — | — | -16.06% |
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 | 1150.22 |
| Min balance | 771.52 |
| Max balance | 1686.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.47 |
| Average monthly return (arithmetic), % | 1.19 |
| Best month, % | 22.53 |
| Worst month, % | -30.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 150.22 |
| Total PnL, % | 15.02 |
| Gross profit | 2811.34 |
| Gross loss | 2582.48 |
| Trading volume (USDT) | 201796.26 |
| Total transactions (buy/sell) | 144 |
| Total fees | 71.94 |
| Funding net | -6.69 |
| Funding accrued (received) | 12.27 |
| Funding paid | 18.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 143 |
| Win Trades | 96 |
| Los Trades | 47 |
| Win Rate, % | 67.13 |
| Expectancy per trade | 1.6004 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.18 |
| Position max, % of margin balance | 135.58 |
| Max Drawdown | 671.70 |
| Max Drawdown, % | 46.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0886 |
| Recovery Factor (Total PnL / Max DD) | 0.2236 |
| Sharpe ratio (monthly) | 0.3530 |
| Sortino ratio (monthly) | 0.4864 |
| CAGR, % | 5.97 |
| Calmar ratio (CAGR / Max DD%) | 0.1282 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 228.86 | Fee: 71.94 | Vol: 201796.26
Realized PnL by Symbol
Details
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