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
1272.19
Total PnL
272.19 (27.22%)
Total Trades (Win/Los)
140 (94/46)
Win Rate
67.14%
Max Drawdown
776.64 (47.58%)
Total Fees
77.52
Position avg (max), %
21.14 (141.23)
Profit Factor
1.13
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 | -14.35% | 19.77% | 7.96% | 4.03% | -0.67% | 9.85% | 1.98% | 12.17% | 3.74% | 7.26% | -22.01% | -30.96% | -13.86% |
| 2025 | 21.72% | 0.80% | 4.12% | 4.02% | 10.13% | 11.47% | 2.01% | 14.22% | 3.30% | -4.42% | 4.85% | -11.01% | 75.12% |
| 2026 | 13.64% | -3.88% | -9.31% | -15.95% | 1.28% | 0.00% | — | — | — | — | — | — | -15.67% |
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 | 1272.19 |
| Min balance | 822.57 |
| Max balance | 1849.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.81 |
| Average monthly return (arithmetic), % | 1.53 |
| Best month, % | 21.72 |
| Worst month, % | -30.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 272.19 |
| Total PnL, % | 27.22 |
| Gross profit | 3046.61 |
| Gross loss | 2693.55 |
| Trading volume (USDT) | 217459.34 |
| Total transactions (buy/sell) | 141 |
| Total fees | 77.52 |
| Funding net | -3.35 |
| Funding accrued (received) | 14.78 |
| Funding paid | 18.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 140 |
| Win Trades | 94 |
| Los Trades | 46 |
| Win Rate, % | 67.14 |
| Expectancy per trade | 2.5219 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.14 |
| Position max, % of margin balance | 141.23 |
| Max Drawdown | 776.64 |
| Max Drawdown, % | 47.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1311 |
| Recovery Factor (Total PnL / Max DD) | 0.3505 |
| Sharpe ratio (monthly) | 0.4559 |
| Sortino ratio (monthly) | 0.6247 |
| CAGR, % | 10.48 |
| Calmar ratio (CAGR / Max DD%) | 0.2203 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 353.07 | Fee: 77.52 | Vol: 217459.34
Realized PnL by Symbol
Details
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