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
1430.09
Total PnL
430.09 (43.01%)
Total Trades (Win/Los)
118 (80/38)
Win Rate
67.80%
Max Drawdown
420.96 (28.45%)
Total Fees
62.25
Position avg (max), %
17.81 (149.89)
Profit Factor
1.24
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% | -0.73% | -7.07% | 2.03% | 13.86% | 3.28% | -11.33% | 4.79% | -11.11% | 22.26% |
| 2026 | 13.63% | -4.12% | 3.91% | -5.28% | 1.34% | 0.00% | — | — | — | — | — | — | 8.66% |
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 | 1430.09 |
| Min balance | 848.38 |
| Max balance | 1618.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.20 |
| Average monthly return (arithmetic), % | 1.58 |
| Best month, % | 20.69 |
| Worst month, % | -15.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 430.09 |
| Total PnL, % | 43.01 |
| Gross profit | 2549.67 |
| Gross loss | 2055.34 |
| Trading volume (USDT) | 174696.69 |
| Total transactions (buy/sell) | 119 |
| Total fees | 62.25 |
| Funding net | -2.00 |
| Funding accrued (received) | 12.53 |
| Funding paid | 14.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 118 |
| Win Trades | 80 |
| Los Trades | 38 |
| Win Rate, % | 67.80 |
| Expectancy per trade | 4.1893 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.81 |
| Position max, % of margin balance | 149.89 |
| Max Drawdown | 420.96 |
| Max Drawdown, % | 28.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2405 |
| Recovery Factor (Total PnL / Max DD) | 1.0217 |
| Sharpe ratio (monthly) | 0.6226 |
| Sortino ratio (monthly) | 1.0336 |
| CAGR, % | 15.97 |
| Calmar ratio (CAGR / Max DD%) | 0.5613 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 494.34 | Fee: 62.25 | Vol: 174696.69
Realized PnL by Symbol
Details
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