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
1432.85
Total PnL
432.85 (43.28%)
Total Trades (Win/Los)
143 (91/52)
Win Rate
63.64%
Max Drawdown
510.43 (37.77%)
Total Fees
72.83
Position avg (max), %
18.87 (135.30)
Profit Factor
1.21
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% | 4.38% | 0.16% | 11.16% | 2.03% | 14.21% | 7.69% | -6.16% | 6.96% | -11.16% | 64.99% |
| 2026 | 13.63% | -3.24% | -7.87% | -5.83% | 7.49% | 0.00% | — | — | — | — | — | — | 2.54% |
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 | 1432.85 |
| Min balance | 788.46 |
| Max balance | 1684.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.21 |
| Average monthly return (arithmetic), % | 1.74 |
| Best month, % | 20.86 |
| Worst month, % | -21.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 432.85 |
| Total PnL, % | 43.28 |
| Gross profit | 2924.60 |
| Gross loss | 2411.20 |
| Trading volume (USDT) | 204279.66 |
| Total transactions (buy/sell) | 144 |
| Total fees | 72.83 |
| Funding net | -7.72 |
| Funding accrued (received) | 9.62 |
| Funding paid | 17.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 143 |
| Win Trades | 91 |
| Los Trades | 52 |
| Win Rate, % | 63.64 |
| Expectancy per trade | 3.5902 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.87 |
| 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) | 1.2129 |
| Recovery Factor (Total PnL / Max DD) | 0.8480 |
| Sharpe ratio (monthly) | 0.5874 |
| Sortino ratio (monthly) | 0.8931 |
| CAGR, % | 16.06 |
| Calmar ratio (CAGR / Max DD%) | 0.4253 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 513.40 | Fee: 72.83 | Vol: 204279.66
Realized PnL by Symbol
Details
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