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
1384.88
Total PnL
384.88 (38.49%)
Total Trades (Win/Los)
105 (73/32)
Win Rate
69.52%
Max Drawdown
486.19 (34.59%)
Total Fees
49.97
Position avg (max), %
15.57 (149.85)
Profit Factor
1.26
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% | -7.74% | 11.33% | 3.82% | 7.39% | -12.31% | -20.49% | -3.98% |
| 2025 | 14.73% | 0.76% | 3.95% | 7.36% | 3.81% | -7.02% | 2.03% | 14.15% | 3.33% | -11.09% | -2.61% | -11.07% | 15.41% |
| 2026 | 13.52% | -0.96% | 3.91% | 5.32% | 1.56% | 0.00% | — | — | — | — | — | — | 24.98% |
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 | 1384.88 |
| Min balance | 849.54 |
| Max balance | 1461.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 1.49 |
| Best month, % | 19.80 |
| Worst month, % | -20.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 384.88 |
| Total PnL, % | 38.49 |
| Gross profit | 2106.86 |
| Gross loss | 1672.79 |
| Trading volume (USDT) | 140276.29 |
| Total transactions (buy/sell) | 106 |
| Total fees | 49.97 |
| Funding net | 0.77 |
| Funding accrued (received) | 11.23 |
| Funding paid | 10.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 105 |
| Win Trades | 73 |
| Los Trades | 32 |
| Win Rate, % | 69.52 |
| Expectancy per trade | 4.1340 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.57 |
| Position max, % of margin balance | 149.85 |
| Max Drawdown | 486.19 |
| Max Drawdown, % | 34.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2595 |
| Recovery Factor (Total PnL / Max DD) | 0.7916 |
| Sharpe ratio (monthly) | 0.5806 |
| Sortino ratio (monthly) | 0.8683 |
| CAGR, % | 14.44 |
| Calmar ratio (CAGR / Max DD%) | 0.4173 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 434.07 | Fee: 49.97 | Vol: 140276.29
Realized PnL by Symbol
Details
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}