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
1524.02
Total PnL
524.02 (52.40%)
Total Trades (Win/Los)
144 (92/52)
Win Rate
63.89%
Max Drawdown
530.81 (29.01%)
Total Fees
75.67
Position avg (max), %
18.56 (133.86)
Profit Factor
1.25
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% | 4.08% | -0.69% | 10.70% | 2.87% | 12.16% | -11.60% | 7.35% | -21.24% | -13.77% | -15.72% |
| 2025 | 20.59% | 0.83% | 4.10% | 4.50% | 10.77% | 11.17% | 2.04% | 13.87% | 7.26% | -6.48% | 4.44% | -11.18% | 76.10% |
| 2026 | 13.63% | -3.29% | -7.92% | -5.58% | 7.48% | 0.00% | — | — | — | — | — | — | 2.69% |
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 | 1524.02 |
| Min balance | 788.46 |
| Max balance | 1829.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.41 |
| Average monthly return (arithmetic), % | 1.96 |
| Best month, % | 20.59 |
| Worst month, % | -21.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 524.02 |
| Total PnL, % | 52.40 |
| Gross profit | 3061.36 |
| Gross loss | 2453.37 |
| Trading volume (USDT) | 212281.28 |
| Total transactions (buy/sell) | 145 |
| Total fees | 75.67 |
| Funding net | -8.30 |
| Funding accrued (received) | 9.60 |
| Funding paid | 17.89 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 92 |
| Los Trades | 52 |
| Win Rate, % | 63.89 |
| Expectancy per trade | 4.2221 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.56 |
| Position max, % of margin balance | 133.86 |
| Max Drawdown | 530.81 |
| Max Drawdown, % | 29.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2478 |
| Recovery Factor (Total PnL / Max DD) | 0.9872 |
| Sharpe ratio (monthly) | 0.6563 |
| Sortino ratio (monthly) | 1.0034 |
| CAGR, % | 19.06 |
| Calmar ratio (CAGR / Max DD%) | 0.6572 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 607.98 | Fee: 75.67 | Vol: 212281.28
Realized PnL by Symbol
Details
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