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
1061.63
Total PnL
61.63 (6.16%)
Total Trades (Win/Los)
164 (97/67)
Win Rate
59.15%
Max Drawdown
390.20 (37.32%)
Total Fees
65.86
Position avg (max), %
21.96 (130.88)
Profit Factor
1.06
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 | -26.19% | 6.70% | 7.76% | 3.22% | -18.81% | -5.03% | 6.83% | 12.85% | 3.86% | 7.34% | 4.93% | -25.37% | -28.92% |
| 2025 | 7.19% | 1.11% | 7.47% | 11.50% | -0.34% | 12.25% | 2.58% | 12.57% | 3.90% | -11.91% | 8.60% | -7.99% | 53.42% |
| 2026 | 13.39% | -9.88% | -7.27% | -3.90% | 6.92% | 0.00% | — | — | — | — | — | — | -2.65% |
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 | 1061.63 |
| Min balance | 637.40 |
| Max balance | 1281.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 13.39 |
| Worst month, % | -26.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 61.63 |
| Total PnL, % | 6.16 |
| Gross profit | 2350.15 |
| Gross loss | 2220.94 |
| Trading volume (USDT) | 184528.85 |
| Total transactions (buy/sell) | 165 |
| Total fees | 65.86 |
| Funding net | -1.73 |
| Funding accrued (received) | 11.26 |
| Funding paid | 12.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 164 |
| Win Trades | 97 |
| Los Trades | 67 |
| Win Rate, % | 59.15 |
| Expectancy per trade | 0.7879 |
| Max consecutive wins | 12 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.96 |
| Position max, % of margin balance | 130.88 |
| Max Drawdown | 390.20 |
| Max Drawdown, % | 37.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0582 |
| Recovery Factor (Total PnL / Max DD) | 0.1580 |
| Sharpe ratio (monthly) | 0.2648 |
| Sortino ratio (monthly) | 0.3362 |
| CAGR, % | 2.51 |
| Calmar ratio (CAGR / Max DD%) | 0.0672 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 129.22 | Fee: 65.86 | Vol: 184528.85
Realized PnL by Symbol
Details
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