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
1618.30
Total PnL
618.30 (61.83%)
Total Trades (Win/Los)
122 (82/40)
Win Rate
67.21%
Max Drawdown
403.80 (23.74%)
Total Fees
65.63
Position avg (max), %
16.36 (134.51)
Profit Factor
1.34
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 | -9.91% | 19.71% | 0.71% | 1.61% | 3.52% | 4.65% | -7.51% | 11.97% | 3.78% | 7.42% | -15.46% | -6.13% | 9.52% |
| 2025 | 20.71% | 0.64% | 3.95% | 5.80% | -0.72% | -3.95% | 2.03% | 13.87% | 3.29% | -11.30% | 4.32% | -11.13% | 25.72% |
| 2026 | 13.78% | -3.87% | 3.88% | -3.77% | 7.50% | 0.00% | — | — | — | — | — | — | 17.54% |
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 | 1618.30 |
| Min balance | 865.42 |
| Max balance | 1701.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.62 |
| Average monthly return (arithmetic), % | 1.98 |
| Best month, % | 20.71 |
| Worst month, % | -15.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 618.30 |
| Total PnL, % | 61.83 |
| Gross profit | 2714.23 |
| Gross loss | 2025.34 |
| Trading volume (USDT) | 184205.99 |
| Total transactions (buy/sell) | 123 |
| Total fees | 65.63 |
| Funding net | -4.96 |
| Funding accrued (received) | 10.27 |
| Funding paid | 15.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 82 |
| Los Trades | 40 |
| Win Rate, % | 67.21 |
| Expectancy per trade | 5.6467 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.36 |
| Position max, % of margin balance | 134.51 |
| Max Drawdown | 403.80 |
| Max Drawdown, % | 23.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3401 |
| Recovery Factor (Total PnL / Max DD) | 1.5312 |
| Sharpe ratio (monthly) | 0.7978 |
| Sortino ratio (monthly) | 1.3912 |
| CAGR, % | 22.06 |
| Calmar ratio (CAGR / Max DD%) | 0.9293 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 688.89 | Fee: 65.63 | Vol: 184205.99
Realized PnL by Symbol
Details
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