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
1904.07
Total PnL
904.07 (90.41%)
Total Trades (Win/Los)
107 (75/32)
Win Rate
70.09%
Max Drawdown
532.77 (28.76%)
Total Fees
58.25
Position avg (max), %
13.51 (134.02)
Profit Factor
1.60
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% | 4.05% | 3.49% | 4.61% | -7.26% | 12.03% | 3.79% | 7.39% | -12.29% | -5.61% | 17.28% |
| 2025 | 15.26% | 0.62% | 3.95% | 7.33% | 3.89% | -3.61% | 2.02% | 13.91% | 3.26% | -11.26% | -2.62% | -11.15% | 19.40% |
| 2026 | 13.79% | -0.17% | 3.89% | 7.24% | 7.44% | 0.00% | — | — | — | — | — | — | 35.98% |
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 | 1904.07 |
| Min balance | 865.42 |
| Max balance | 1905.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.17 |
| Average monthly return (arithmetic), % | 2.48 |
| Best month, % | 19.71 |
| Worst month, % | -12.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 904.07 |
| Total PnL, % | 90.41 |
| Gross profit | 2581.03 |
| Gross loss | 1616.75 |
| Trading volume (USDT) | 163595.30 |
| Total transactions (buy/sell) | 108 |
| Total fees | 58.25 |
| Funding net | -1.96 |
| Funding accrued (received) | 10.11 |
| Funding paid | 12.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 75 |
| Los Trades | 32 |
| Win Rate, % | 70.09 |
| Expectancy per trade | 9.0120 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.51 |
| Position max, % of margin balance | 134.02 |
| Max Drawdown | 532.77 |
| Max Drawdown, % | 28.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5964 |
| Recovery Factor (Total PnL / Max DD) | 1.6969 |
| Sharpe ratio (monthly) | 1.0779 |
| Sortino ratio (monthly) | 1.9167 |
| CAGR, % | 30.56 |
| Calmar ratio (CAGR / Max DD%) | 1.0625 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 964.28 | Fee: 58.25 | Vol: 163595.30
Realized PnL by Symbol
Details
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