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
1769.74
Total PnL
769.74 (76.97%)
Total Trades (Win/Los)
144 (94/50)
Win Rate
65.28%
Max Drawdown
476.24 (24.15%)
Total Fees
81.11
Position avg (max), %
18.49 (135.03)
Profit Factor
1.35
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% | 4.21% | -0.53% | 10.74% | 3.80% | 12.18% | -10.40% | 7.65% | -21.28% | -10.11% | -9.44% |
| 2025 | 20.17% | 0.77% | 4.12% | 4.46% | 11.07% | 11.81% | 2.20% | 14.04% | 7.69% | -7.24% | 6.55% | -8.54% | 85.59% |
| 2026 | 13.70% | -3.25% | -6.56% | -4.87% | 7.68% | 0.00% | — | — | — | — | — | — | 5.30% |
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 | 1769.74 |
| Min balance | 790.40 |
| Max balance | 1971.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.92 |
| Average monthly return (arithmetic), % | 2.43 |
| Best month, % | 20.17 |
| Worst month, % | -21.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 769.74 |
| Total PnL, % | 76.97 |
| Gross profit | 3317.44 |
| Gross loss | 2459.39 |
| Trading volume (USDT) | 227547.79 |
| Total transactions (buy/sell) | 145 |
| Total fees | 81.11 |
| Funding net | -7.19 |
| Funding accrued (received) | 11.28 |
| Funding paid | 18.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 94 |
| Los Trades | 50 |
| Win Rate, % | 65.28 |
| Expectancy per trade | 5.9587 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.49 |
| Position max, % of margin balance | 135.03 |
| Max Drawdown | 476.24 |
| Max Drawdown, % | 24.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3489 |
| Recovery Factor (Total PnL / Max DD) | 1.6163 |
| Sharpe ratio (monthly) | 0.8406 |
| Sortino ratio (monthly) | 1.3411 |
| CAGR, % | 26.67 |
| Calmar ratio (CAGR / Max DD%) | 1.1040 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 858.05 | Fee: 81.11 | Vol: 227547.79
Realized PnL by Symbol
Details
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