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
1699.81
Total PnL
699.81 (69.98%)
Total Trades (Win/Los)
140 (91/49)
Win Rate
65.00%
Max Drawdown
484.99 (26.11%)
Total Fees
73.18
Position avg (max), %
19.75 (130.17)
Profit Factor
1.36
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 | -9.48% | 0.99% | 0.83% | 3.20% | -13.15% | -4.74% | 5.46% | 11.75% | 3.82% | 7.50% | 4.40% | -8.99% | -1.66% |
| 2025 | 20.80% | 0.71% | 6.53% | 6.60% | -0.28% | 11.76% | 2.58% | 12.54% | 3.79% | -14.36% | 10.58% | -8.31% | 60.18% |
| 2026 | 13.71% | -10.72% | 1.51% | -2.49% | 7.38% | 0.00% | — | — | — | — | — | — | 7.90% |
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 | 1699.81 |
| Min balance | 743.89 |
| Max balance | 1857.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.78 |
| Average monthly return (arithmetic), % | 2.13 |
| Best month, % | 20.80 |
| Worst month, % | -14.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 699.81 |
| Total PnL, % | 69.98 |
| Gross profit | 2929.77 |
| Gross loss | 2153.76 |
| Trading volume (USDT) | 205301.78 |
| Total transactions (buy/sell) | 141 |
| Total fees | 73.18 |
| Funding net | -3.02 |
| Funding accrued (received) | 13.38 |
| Funding paid | 16.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 140 |
| Win Trades | 91 |
| Los Trades | 49 |
| Win Rate, % | 65.00 |
| Expectancy per trade | 5.5429 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.75 |
| Position max, % of margin balance | 130.17 |
| Max Drawdown | 484.99 |
| Max Drawdown, % | 26.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3603 |
| Recovery Factor (Total PnL / Max DD) | 1.4430 |
| Sharpe ratio (monthly) | 0.8843 |
| Sortino ratio (monthly) | 1.4636 |
| CAGR, % | 24.57 |
| Calmar ratio (CAGR / Max DD%) | 0.9411 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 776.01 | Fee: 73.18 | Vol: 205301.78
Realized PnL by Symbol
Details
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