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
1718.55
Total PnL
718.55 (71.86%)
Total Trades (Win/Los)
144 (93/51)
Win Rate
64.58%
Max Drawdown
485.42 (35.93%)
Total Fees
79.40
Position avg (max), %
18.57 (134.73)
Profit Factor
1.33
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 | -17.91% | 19.74% | 0.78% | 4.22% | -0.53% | 10.76% | 3.81% | 11.35% | -11.47% | 7.39% | -21.28% | -11.43% | -12.85% |
| 2025 | 21.41% | 0.80% | 4.14% | 4.52% | 11.40% | 11.84% | 2.03% | 14.02% | 7.70% | -7.30% | 6.63% | -8.81% | 87.38% |
| 2026 | 13.58% | -3.30% | -6.49% | -4.90% | 7.74% | 0.00% | — | — | — | — | — | — | 5.24% |
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 | 1718.55 |
| Min balance | 788.46 |
| Max balance | 1922.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.82 |
| Average monthly return (arithmetic), % | 2.35 |
| Best month, % | 21.41 |
| Worst month, % | -21.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 718.55 |
| Total PnL, % | 71.86 |
| Gross profit | 3240.89 |
| Gross loss | 2435.98 |
| Trading volume (USDT) | 222760.38 |
| Total transactions (buy/sell) | 145 |
| Total fees | 79.40 |
| Funding net | -6.95 |
| Funding accrued (received) | 11.11 |
| Funding paid | 18.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 93 |
| Los Trades | 51 |
| Win Rate, % | 64.58 |
| Expectancy per trade | 5.5897 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.57 |
| Position max, % of margin balance | 134.73 |
| Max Drawdown | 485.42 |
| Max Drawdown, % | 35.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3304 |
| Recovery Factor (Total PnL / Max DD) | 1.4803 |
| Sharpe ratio (monthly) | 0.7978 |
| Sortino ratio (monthly) | 1.2625 |
| CAGR, % | 25.14 |
| Calmar ratio (CAGR / Max DD%) | 0.6995 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 804.91 | Fee: 79.40 | Vol: 222760.38
Realized PnL by Symbol
Details
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