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
1461.82
Total PnL
461.82 (46.18%)
Total Trades (Win/Los)
105 (73/32)
Win Rate
69.52%
Max Drawdown
477.78 (33.98%)
Total Fees
51.21
Position avg (max), %
15.44 (138.50)
Profit Factor
1.30
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 | -11.54% | 19.80% | 0.72% | 4.05% | 3.50% | 4.62% | -7.62% | 11.22% | 3.81% | 7.39% | -12.31% | -19.78% | -3.10% |
| 2025 | 14.90% | 0.76% | 4.26% | 7.91% | 3.79% | -3.62% | 2.03% | 14.18% | 3.30% | -11.17% | -2.58% | -11.10% | 20.61% |
| 2026 | 13.55% | -0.86% | 3.88% | 5.34% | 1.55% | 0.00% | — | — | — | — | — | — | 25.09% |
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 | 1461.82 |
| Min balance | 849.54 |
| Max balance | 1543.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.27 |
| Average monthly return (arithmetic), % | 1.67 |
| Best month, % | 19.80 |
| Worst month, % | -19.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 461.82 |
| Total PnL, % | 46.18 |
| Gross profit | 2193.42 |
| Gross loss | 1681.11 |
| Trading volume (USDT) | 143763.32 |
| Total transactions (buy/sell) | 106 |
| Total fees | 51.21 |
| Funding net | 0.71 |
| Funding accrued (received) | 11.44 |
| Funding paid | 10.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 105 |
| Win Trades | 73 |
| Los Trades | 32 |
| Win Rate, % | 69.52 |
| Expectancy per trade | 4.8792 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.44 |
| Position max, % of margin balance | 138.50 |
| Max Drawdown | 477.78 |
| Max Drawdown, % | 33.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3047 |
| Recovery Factor (Total PnL / Max DD) | 0.9666 |
| Sharpe ratio (monthly) | 0.6559 |
| Sortino ratio (monthly) | 0.9977 |
| CAGR, % | 17.03 |
| Calmar ratio (CAGR / Max DD%) | 0.5010 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 512.32 | Fee: 51.21 | Vol: 143763.32
Realized PnL by Symbol
Details
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