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
1896.87
Total PnL
896.87 (89.69%)
Total Trades (Win/Los)
107 (75/32)
Win Rate
70.09%
Max Drawdown
533.40 (28.73%)
Total Fees
58.23
Position avg (max), %
13.47 (134.02)
Profit Factor
1.59
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% | -5.70% | 17.16% |
| 2025 | 15.25% | 0.62% | 3.95% | 7.86% | 3.88% | -3.63% | 2.01% | 13.82% | 3.25% | -11.23% | -2.65% | -11.08% | 19.91% |
| 2026 | 13.74% | -0.89% | 3.88% | 7.23% | 7.52% | 0.00% | — | — | — | — | — | — | 35.02% |
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 | 1896.87 |
| Min balance | 865.42 |
| Max balance | 1898.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.16 |
| Average monthly return (arithmetic), % | 2.47 |
| Best month, % | 19.71 |
| Worst month, % | -12.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 896.87 |
| Total PnL, % | 89.69 |
| Gross profit | 2585.59 |
| Gross loss | 1628.47 |
| Trading volume (USDT) | 163541.25 |
| Total transactions (buy/sell) | 108 |
| Total fees | 58.23 |
| Funding net | -2.03 |
| Funding accrued (received) | 10.01 |
| Funding paid | 12.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 75 |
| Los Trades | 32 |
| Win Rate, % | 70.09 |
| Expectancy per trade | 8.9451 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.47 |
| Position max, % of margin balance | 134.02 |
| Max Drawdown | 533.40 |
| Max Drawdown, % | 28.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5877 |
| Recovery Factor (Total PnL / Max DD) | 1.6814 |
| Sharpe ratio (monthly) | 1.0709 |
| Sortino ratio (monthly) | 1.9074 |
| CAGR, % | 30.36 |
| Calmar ratio (CAGR / Max DD%) | 1.0568 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 957.12 | Fee: 58.23 | Vol: 163541.25
Realized PnL by Symbol
Details
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