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
1217.33
Total PnL
217.33 (21.73%)
Total Trades (Win/Los)
136 (88/48)
Win Rate
64.71%
Max Drawdown
721.32 (47.00%)
Total Fees
72.33
Position avg (max), %
21.34 (141.21)
Profit Factor
1.12
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 | -14.16% | 19.78% | 0.74% | 4.04% | -0.99% | 9.37% | 2.99% | 12.14% | 3.83% | 7.44% | -21.40% | -30.70% | -18.11% |
| 2025 | 20.49% | 0.85% | 4.11% | 3.97% | 10.86% | 11.50% | 2.03% | 13.82% | 7.29% | -6.60% | 4.79% | -11.01% | 76.47% |
| 2026 | 13.65% | -3.94% | -9.29% | -15.99% | 1.26% | 0.00% | — | — | — | — | — | — | -15.77% |
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 | 1217.33 |
| Min balance | 813.32 |
| Max balance | 1774.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.66 |
| Average monthly return (arithmetic), % | 1.36 |
| Best month, % | 20.49 |
| Worst month, % | -30.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 217.33 |
| Total PnL, % | 21.73 |
| Gross profit | 2837.97 |
| Gross loss | 2542.38 |
| Trading volume (USDT) | 202867.44 |
| Total transactions (buy/sell) | 137 |
| Total fees | 72.33 |
| Funding net | -5.92 |
| Funding accrued (received) | 12.65 |
| Funding paid | 18.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 136 |
| Win Trades | 88 |
| Los Trades | 48 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 2.1734 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.34 |
| Position max, % of margin balance | 141.21 |
| Max Drawdown | 721.32 |
| Max Drawdown, % | 47.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1163 |
| Recovery Factor (Total PnL / Max DD) | 0.3013 |
| Sharpe ratio (monthly) | 0.4112 |
| Sortino ratio (monthly) | 0.5609 |
| CAGR, % | 8.48 |
| Calmar ratio (CAGR / Max DD%) | 0.1805 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 295.59 | Fee: 72.33 | Vol: 202867.44
Realized PnL by Symbol
Details
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