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
1712.11
Total PnL
712.11 (71.21%)
Total Trades (Win/Los)
150 (97/53)
Win Rate
64.67%
Max Drawdown
497.68 (24.82%)
Total Fees
87.41
Position avg (max), %
19.52 (124.02)
Profit Factor
1.30
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 | -17.72% | 19.70% | 0.77% | 4.17% | -0.53% | 12.11% | 3.80% | 11.22% | -10.35% | 7.56% | -3.34% | -10.32% | 11.28% |
| 2025 | 20.33% | 0.63% | -14.20% | 4.63% | 11.03% | 11.82% | 2.36% | 14.05% | 7.79% | -7.34% | 6.63% | -8.32% | 53.82% |
| 2026 | 13.61% | -3.27% | -6.54% | -9.57% | 7.70% | 0.00% | — | — | — | — | — | — | 0.03% |
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 | 1712.11 |
| Min balance | 790.40 |
| Max balance | 2005.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.81 |
| Average monthly return (arithmetic), % | 2.28 |
| Best month, % | 20.33 |
| Worst month, % | -17.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 712.11 |
| Total PnL, % | 71.21 |
| Gross profit | 3504.39 |
| Gross loss | 2695.73 |
| Trading volume (USDT) | 245180.02 |
| Total transactions (buy/sell) | 151 |
| Total fees | 87.41 |
| Funding net | -9.13 |
| Funding accrued (received) | 11.57 |
| Funding paid | 20.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 150 |
| Win Trades | 97 |
| Los Trades | 53 |
| Win Rate, % | 64.67 |
| Expectancy per trade | 5.3911 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.52 |
| Position max, % of margin balance | 124.02 |
| Max Drawdown | 497.68 |
| Max Drawdown, % | 24.82 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3000 |
| Recovery Factor (Total PnL / Max DD) | 1.4309 |
| Sharpe ratio (monthly) | 0.8103 |
| Sortino ratio (monthly) | 1.3623 |
| CAGR, % | 24.94 |
| Calmar ratio (CAGR / Max DD%) | 1.0049 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 808.66 | Fee: 87.41 | Vol: 245180.02
Realized PnL by Symbol
Details
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