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
1862.71
Total PnL
862.71 (86.27%)
Total Trades (Win/Los)
90 (69/21)
Win Rate
76.67%
Max Drawdown
557.78 (34.15%)
Total Fees
49.06
Position avg (max), %
14.66 (149.38)
Profit Factor
1.67
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 | -3.42% | 19.99% | 1.32% | 3.79% | 3.50% | 4.63% | -2.92% | 12.18% | 3.88% | 7.25% | -12.43% | -19.99% | 12.19% |
| 2025 | 9.69% | 5.59% | 4.27% | 7.81% | 3.92% | -7.05% | 2.03% | 13.83% | 3.30% | -5.40% | -0.56% | -11.10% | 26.18% |
| 2026 | 13.69% | 4.21% | 3.89% | 5.36% | 1.46% | 0.00% | — | — | — | — | — | — | 31.58% |
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 | 1862.71 |
| Min balance | 927.36 |
| Max balance | 1869.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.10 |
| Average monthly return (arithmetic), % | 2.42 |
| Best month, % | 19.99 |
| Worst month, % | -19.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 862.71 |
| Total PnL, % | 86.27 |
| Gross profit | 2277.43 |
| Gross loss | 1365.58 |
| Trading volume (USDT) | 137824.66 |
| Total transactions (buy/sell) | 91 |
| Total fees | 49.06 |
| Funding net | -0.08 |
| Funding accrued (received) | 12.26 |
| Funding paid | 12.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 69 |
| Los Trades | 21 |
| Win Rate, % | 76.67 |
| Expectancy per trade | 10.1317 |
| Max consecutive wins | 12 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.66 |
| Position max, % of margin balance | 149.38 |
| Max Drawdown | 557.78 |
| Max Drawdown, % | 34.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6677 |
| Recovery Factor (Total PnL / Max DD) | 1.5467 |
| Sharpe ratio (monthly) | 1.0435 |
| Sortino ratio (monthly) | 1.6503 |
| CAGR, % | 29.38 |
| Calmar ratio (CAGR / Max DD%) | 0.8604 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 911.85 | Fee: 49.06 | Vol: 137824.66
Realized PnL by Symbol
Details
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