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
1491.34
Total PnL
491.34 (49.13%)
Total Trades (Win/Los)
158 (99/59)
Win Rate
62.66%
Max Drawdown
386.14 (22.66%)
Total Fees
81.29
Position avg (max), %
20.62 (124.44)
Profit Factor
1.23
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 | -17.27% | 0.95% | 0.91% | 4.22% | 0.86% | 12.10% | 3.83% | 11.44% | -10.09% | 7.56% | -2.89% | -9.72% | -2.57% |
| 2025 | 19.82% | 0.72% | -13.89% | 4.72% | 11.02% | 11.77% | 1.16% | 11.78% | 7.79% | -7.20% | 6.69% | -8.37% | 49.34% |
| 2026 | 13.67% | -2.93% | -4.97% | -8.92% | 7.32% | 0.00% | — | — | — | — | — | — | 2.50% |
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 | 1491.34 |
| Min balance | 739.77 |
| Max balance | 1704.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.34 |
| Average monthly return (arithmetic), % | 1.74 |
| Best month, % | 19.82 |
| Worst month, % | -17.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 491.34 |
| Total PnL, % | 49.13 |
| Gross profit | 3129.10 |
| Gross loss | 2549.23 |
| Trading volume (USDT) | 227932.88 |
| Total transactions (buy/sell) | 159 |
| Total fees | 81.29 |
| Funding net | -7.24 |
| Funding accrued (received) | 11.08 |
| Funding paid | 18.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 158 |
| Win Trades | 99 |
| Los Trades | 59 |
| Win Rate, % | 62.66 |
| Expectancy per trade | 3.6701 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.62 |
| Position max, % of margin balance | 124.44 |
| Max Drawdown | 386.14 |
| Max Drawdown, % | 22.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2275 |
| Recovery Factor (Total PnL / Max DD) | 1.2724 |
| Sharpe ratio (monthly) | 0.6768 |
| Sortino ratio (monthly) | 1.0803 |
| CAGR, % | 18.00 |
| Calmar ratio (CAGR / Max DD%) | 0.7944 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 579.87 | Fee: 81.29 | Vol: 227932.88
Realized PnL by Symbol
Details
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