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
1454.72
Total PnL
454.72 (45.47%)
Total Trades (Win/Los)
166 (104/62)
Win Rate
62.65%
Max Drawdown
520.68 (28.85%)
Total Fees
91.05
Position avg (max), %
21.67 (130.35)
Profit Factor
1.20
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 | -2.15% | 1.11% | 0.77% | 4.15% | 0.82% | 3.39% | 5.13% | 12.25% | -10.14% | 7.55% | -2.82% | -9.52% | 8.53% |
| 2025 | 8.02% | 0.72% | -11.97% | 4.93% | 11.06% | 11.96% | 2.79% | 12.36% | 7.76% | -10.50% | 10.57% | -8.38% | 41.03% |
| 2026 | 13.61% | -10.59% | -5.24% | -8.11% | 7.46% | 0.00% | — | — | — | — | — | — | -4.95% |
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 | 1454.72 |
| Min balance | 877.24 |
| Max balance | 1804.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.26 |
| Average monthly return (arithmetic), % | 1.57 |
| Best month, % | 13.61 |
| Worst month, % | -11.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 454.72 |
| Total PnL, % | 45.47 |
| Gross profit | 3388.88 |
| Gross loss | 2835.11 |
| Trading volume (USDT) | 255246.83 |
| Total transactions (buy/sell) | 167 |
| Total fees | 91.05 |
| Funding net | -8.00 |
| Funding accrued (received) | 12.51 |
| Funding paid | 20.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 166 |
| Win Trades | 104 |
| Los Trades | 62 |
| Win Rate, % | 62.65 |
| Expectancy per trade | 3.3360 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.67 |
| Position max, % of margin balance | 130.35 |
| Max Drawdown | 520.68 |
| Max Drawdown, % | 28.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1953 |
| Recovery Factor (Total PnL / Max DD) | 0.8733 |
| Sharpe ratio (monthly) | 0.6902 |
| Sortino ratio (monthly) | 1.0960 |
| CAGR, % | 16.79 |
| Calmar ratio (CAGR / Max DD%) | 0.5820 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 553.77 | Fee: 91.05 | Vol: 255246.83
Realized PnL by Symbol
Details
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