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
1190.93
Total PnL
190.93 (19.09%)
Total Trades (Win/Los)
136 (87/49)
Win Rate
63.97%
Max Drawdown
717.97 (47.26%)
Total Fees
71.18
Position avg (max), %
21.23 (138.33)
Profit Factor
1.11
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 | -14.35% | 19.77% | 0.74% | 4.05% | -0.79% | 9.34% | 2.12% | 11.99% | 3.83% | 7.43% | -21.98% | -30.53% | -19.34% |
| 2025 | 20.57% | 0.87% | 4.11% | 3.99% | 10.15% | 11.45% | 2.04% | 13.92% | 7.23% | -6.69% | 5.01% | -11.09% | 75.53% |
| 2026 | 13.76% | -3.86% | -9.38% | -16.17% | 1.25% | 0.00% | — | — | — | — | — | — | -15.88% |
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 | 1190.93 |
| Min balance | 801.09 |
| Max balance | 1737.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.58 |
| Average monthly return (arithmetic), % | 1.29 |
| Best month, % | 20.57 |
| Worst month, % | -30.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 190.93 |
| Total PnL, % | 19.09 |
| Gross profit | 2794.65 |
| Gross loss | 2528.97 |
| Trading volume (USDT) | 199643.92 |
| Total transactions (buy/sell) | 137 |
| Total fees | 71.18 |
| Funding net | -3.58 |
| Funding accrued (received) | 13.57 |
| Funding paid | 17.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 136 |
| Win Trades | 87 |
| Los Trades | 49 |
| Win Rate, % | 63.97 |
| Expectancy per trade | 1.9535 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.23 |
| Position max, % of margin balance | 138.33 |
| Max Drawdown | 717.97 |
| Max Drawdown, % | 47.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1051 |
| Recovery Factor (Total PnL / Max DD) | 0.2659 |
| Sharpe ratio (monthly) | 0.3892 |
| Sortino ratio (monthly) | 0.5286 |
| CAGR, % | 7.50 |
| Calmar ratio (CAGR / Max DD%) | 0.1588 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 265.68 | Fee: 71.18 | Vol: 199643.92
Realized PnL by Symbol
Details
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