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
1694.18
Total PnL
694.18 (69.42%)
Total Trades (Win/Los)
135 (88/47)
Win Rate
65.19%
Max Drawdown
939.83 (37.69%)
Total Fees
89.72
Position avg (max), %
20.90 (134.23)
Profit Factor
1.28
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 | -15.74% | 19.69% | 0.76% | 4.05% | -0.58% | 8.17% | 1.77% | 12.14% | 3.82% | 7.40% | -15.40% | -5.55% | 15.61% |
| 2025 | 20.77% | 0.60% | 4.01% | 4.11% | 10.28% | 11.39% | 2.10% | 13.94% | 3.83% | -3.69% | 4.41% | -11.00% | 74.72% |
| 2026 | 13.58% | -4.05% | -9.26% | -16.34% | 1.39% | 0.00% | — | — | — | — | — | — | -16.12% |
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 | 1694.18 |
| Min balance | 809.44 |
| Max balance | 2493.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.77 |
| Average monthly return (arithmetic), % | 2.22 |
| Best month, % | 20.77 |
| Worst month, % | -16.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 694.18 |
| Total PnL, % | 69.42 |
| Gross profit | 3622.70 |
| Gross loss | 2836.10 |
| Trading volume (USDT) | 251735.57 |
| Total transactions (buy/sell) | 136 |
| Total fees | 89.72 |
| Funding net | -2.69 |
| Funding accrued (received) | 18.08 |
| Funding paid | 20.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 135 |
| Win Trades | 88 |
| Los Trades | 47 |
| Win Rate, % | 65.19 |
| Expectancy per trade | 5.8266 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.90 |
| Position max, % of margin balance | 134.23 |
| Max Drawdown | 939.83 |
| Max Drawdown, % | 37.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2774 |
| Recovery Factor (Total PnL / Max DD) | 0.7386 |
| Sharpe ratio (monthly) | 0.8132 |
| Sortino ratio (monthly) | 1.3190 |
| CAGR, % | 24.40 |
| Calmar ratio (CAGR / Max DD%) | 0.6473 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 786.60 | Fee: 89.72 | Vol: 251735.57
Realized PnL by Symbol
Details
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