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
1424.85
Total PnL
424.85 (42.49%)
Total Trades (Win/Los)
145 (90/55)
Win Rate
62.07%
Max Drawdown
433.77 (33.23%)
Total Fees
72.34
Position avg (max), %
16.76 (124.64)
Profit Factor
1.25
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 | -7.52% | 15.32% | 0.72% | 4.12% | -15.48% | -1.13% | -2.41% | 12.67% | 3.97% | 7.62% | 8.89% | -29.89% | -12.23% |
| 2025 | 18.56% | 0.81% | -0.64% | 3.84% | 3.29% | 12.31% | 2.73% | 12.40% | 3.84% | -10.24% | 6.57% | -13.64% | 41.68% |
| 2026 | 11.84% | -3.98% | -5.63% | 5.10% | 7.58% | 0.00% | — | — | — | — | — | — | 14.58% |
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 | 1424.85 |
| Min balance | 841.11 |
| Max balance | 1561.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.19 |
| Average monthly return (arithmetic), % | 1.72 |
| Best month, % | 18.56 |
| Worst month, % | -29.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 424.85 |
| Total PnL, % | 42.49 |
| Gross profit | 2456.02 |
| Gross loss | 1960.53 |
| Trading volume (USDT) | 202638.15 |
| Total transactions (buy/sell) | 146 |
| Total fees | 72.34 |
| Funding net | 1.71 |
| Funding accrued (received) | 12.46 |
| Funding paid | 10.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 145 |
| Win Trades | 90 |
| Los Trades | 55 |
| Win Rate, % | 62.07 |
| Expectancy per trade | 3.4172 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.76 |
| Position max, % of margin balance | 124.64 |
| Max Drawdown | 433.77 |
| Max Drawdown, % | 33.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2527 |
| Recovery Factor (Total PnL / Max DD) | 0.9794 |
| Sharpe ratio (monthly) | 0.5980 |
| Sortino ratio (monthly) | 0.8326 |
| CAGR, % | 15.79 |
| Calmar ratio (CAGR / Max DD%) | 0.4752 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 495.49 | Fee: 72.34 | Vol: 202638.15
Realized PnL by Symbol
Details
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