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
1759.25
Total PnL
759.25 (75.92%)
Total Trades (Win/Los)
123 (83/40)
Win Rate
67.48%
Max Drawdown
463.95 (23.36%)
Total Fees
71.07
Position avg (max), %
17.93 (146.14)
Profit Factor
1.38
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 | -11.69% | 19.71% | 0.72% | 4.06% | 3.51% | 4.63% | -8.77% | 11.33% | 3.81% | 7.41% | -15.46% | -6.30% | 7.65% |
| 2025 | 20.69% | 0.65% | 3.94% | 5.92% | 11.61% | -7.20% | 2.01% | 13.82% | 3.75% | -3.38% | 4.89% | -11.03% | 50.44% |
| 2026 | 13.59% | -4.01% | 3.91% | -5.43% | 1.39% | 0.00% | — | — | — | — | — | — | 8.63% |
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 | 1759.25 |
| Min balance | 848.38 |
| Max balance | 1986.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.90 |
| Average monthly return (arithmetic), % | 2.27 |
| Best month, % | 20.69 |
| Worst month, % | -15.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 759.25 |
| Total PnL, % | 75.92 |
| Gross profit | 3019.49 |
| Gross loss | 2186.04 |
| Trading volume (USDT) | 199506.96 |
| Total transactions (buy/sell) | 124 |
| Total fees | 71.07 |
| Funding net | -3.13 |
| Funding accrued (received) | 13.64 |
| Funding paid | 16.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 123 |
| Win Trades | 83 |
| Los Trades | 40 |
| Win Rate, % | 67.48 |
| Expectancy per trade | 6.7760 |
| Max consecutive wins | 8 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.93 |
| Position max, % of margin balance | 146.14 |
| Max Drawdown | 463.95 |
| Max Drawdown, % | 23.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3813 |
| Recovery Factor (Total PnL / Max DD) | 1.6365 |
| Sharpe ratio (monthly) | 0.9067 |
| Sortino ratio (monthly) | 1.6012 |
| CAGR, % | 26.35 |
| Calmar ratio (CAGR / Max DD%) | 1.1283 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 833.45 | Fee: 71.07 | Vol: 199506.96
Realized PnL by Symbol
Details
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