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
1655.10
Total PnL
655.10 (65.51%)
Total Trades (Win/Los)
144 (93/51)
Win Rate
64.58%
Max Drawdown
494.06 (36.55%)
Total Fees
78.09
Position avg (max), %
18.73 (135.08)
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 | -17.91% | 19.74% | 0.78% | 4.24% | -0.53% | 10.76% | 3.81% | 11.35% | -11.69% | 7.41% | -21.33% | -12.02% | -13.66% |
| 2025 | 20.95% | 0.81% | 4.14% | 4.58% | 10.89% | 11.24% | 2.03% | 13.82% | 7.69% | -7.36% | 6.61% | -9.73% | 82.61% |
| 2026 | 13.64% | -3.40% | -6.52% | -5.04% | 7.73% | 0.00% | — | — | — | — | — | — | 4.98% |
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 | 1655.10 |
| Min balance | 788.46 |
| Max balance | 1876.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.69 |
| Average monthly return (arithmetic), % | 2.22 |
| Best month, % | 20.95 |
| Worst month, % | -21.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 655.10 |
| Total PnL, % | 65.51 |
| Gross profit | 3169.02 |
| Gross loss | 2429.17 |
| Trading volume (USDT) | 219072.34 |
| Total transactions (buy/sell) | 145 |
| Total fees | 78.09 |
| Funding net | -6.66 |
| Funding accrued (received) | 11.16 |
| Funding paid | 17.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 93 |
| Los Trades | 51 |
| Win Rate, % | 64.58 |
| Expectancy per trade | 5.1379 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.73 |
| Position max, % of margin balance | 135.08 |
| Max Drawdown | 494.06 |
| Max Drawdown, % | 36.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3046 |
| Recovery Factor (Total PnL / Max DD) | 1.3260 |
| Sharpe ratio (monthly) | 0.7543 |
| Sortino ratio (monthly) | 1.1762 |
| CAGR, % | 23.20 |
| Calmar ratio (CAGR / Max DD%) | 0.6347 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 739.85 | Fee: 78.09 | Vol: 219072.34
Realized PnL by Symbol
Details
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