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
1118.78
Total PnL
118.78 (11.88%)
Total Trades (Win/Los)
142 (90/52)
Win Rate
63.38%
Max Drawdown
652.16 (48.95%)
Total Fees
65.69
Position avg (max), %
19.41 (135.45)
Profit Factor
1.08
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% | -0.86% | 10.72% | 2.87% | 11.37% | -11.59% | 7.41% | -21.25% | -29.37% | -31.52% |
| 2025 | 20.48% | 1.02% | 4.13% | 4.59% | 10.78% | 11.16% | 2.06% | 13.81% | 7.30% | -6.77% | 4.81% | -11.11% | 76.71% |
| 2026 | 13.50% | -3.38% | -8.05% | -14.62% | 7.40% | 0.00% | — | — | — | — | — | — | -7.55% |
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 | 1118.78 |
| Min balance | 680.09 |
| Max balance | 1488.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 20.48 |
| Worst month, % | -29.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 118.78 |
| Total PnL, % | 11.88 |
| Gross profit | 2556.11 |
| Gross loss | 2365.00 |
| Trading volume (USDT) | 184228.68 |
| Total transactions (buy/sell) | 143 |
| Total fees | 65.69 |
| Funding net | -6.64 |
| Funding accrued (received) | 9.15 |
| Funding paid | 15.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 142 |
| Win Trades | 90 |
| Los Trades | 52 |
| Win Rate, % | 63.38 |
| Expectancy per trade | 1.3459 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.41 |
| Position max, % of margin balance | 135.45 |
| Max Drawdown | 652.16 |
| Max Drawdown, % | 48.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0808 |
| Recovery Factor (Total PnL / Max DD) | 0.1821 |
| Sharpe ratio (monthly) | 0.3262 |
| Sortino ratio (monthly) | 0.4432 |
| CAGR, % | 4.76 |
| Calmar ratio (CAGR / Max DD%) | 0.0972 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 191.11 | Fee: 65.69 | Vol: 184228.68
Realized PnL by Symbol
Details
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