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
1624.29
Total PnL
624.29 (62.43%)
Total Trades (Win/Los)
144 (93/51)
Win Rate
64.58%
Max Drawdown
510.43 (37.77%)
Total Fees
76.88
Position avg (max), %
18.82 (135.30)
Profit Factor
1.29
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% | 3.87% | -0.53% | 10.70% | 3.51% | 12.13% | -11.78% | 7.37% | -21.36% | -13.55% | -15.31% |
| 2025 | 20.86% | 0.82% | 4.12% | 4.54% | 10.75% | 11.22% | 2.02% | 13.82% | 7.71% | -7.07% | 6.70% | -9.80% | 82.76% |
| 2026 | 13.67% | -3.40% | -6.50% | -5.11% | 7.72% | 0.00% | — | — | — | — | — | — | 4.95% |
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 | 1624.29 |
| Min balance | 788.46 |
| Max balance | 1841.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.63 |
| Average monthly return (arithmetic), % | 2.17 |
| Best month, % | 20.86 |
| Worst month, % | -21.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 624.29 |
| Total PnL, % | 62.43 |
| Gross profit | 3129.16 |
| Gross loss | 2421.49 |
| Trading volume (USDT) | 215690.24 |
| Total transactions (buy/sell) | 145 |
| Total fees | 76.88 |
| Funding net | -6.50 |
| Funding accrued (received) | 11.07 |
| Funding paid | 17.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 93 |
| Los Trades | 51 |
| Win Rate, % | 64.58 |
| Expectancy per trade | 4.9144 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.82 |
| Position max, % of margin balance | 135.30 |
| Max Drawdown | 510.43 |
| Max Drawdown, % | 37.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2922 |
| Recovery Factor (Total PnL / Max DD) | 1.2231 |
| Sharpe ratio (monthly) | 0.7297 |
| Sortino ratio (monthly) | 1.1301 |
| CAGR, % | 22.25 |
| Calmar ratio (CAGR / Max DD%) | 0.5891 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 707.67 | Fee: 76.88 | Vol: 215690.24
Realized PnL by Symbol
Details
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