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
1837.82
Total PnL
837.82 (83.78%)
Total Trades (Win/Los)
90 (69/21)
Win Rate
76.67%
Max Drawdown
564.64 (34.57%)
Total Fees
48.67
Position avg (max), %
14.66 (148.68)
Profit Factor
1.65
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% | -20.48% | 11.51% |
| 2025 | 9.63% | 5.60% | 3.95% | 7.33% | 3.89% | -7.11% | 2.04% | 13.87% | 3.31% | -5.41% | -0.56% | -10.99% | 25.26% |
| 2026 | 13.70% | 4.20% | 3.92% | 5.35% | 1.44% | 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 | 1837.82 |
| Min balance | 927.36 |
| Max balance | 1844.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.05 |
| Average monthly return (arithmetic), % | 2.38 |
| Best month, % | 19.99 |
| Worst month, % | -20.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 837.82 |
| Total PnL, % | 83.78 |
| Gross profit | 2248.65 |
| Gross loss | 1362.07 |
| Trading volume (USDT) | 136737.59 |
| Total transactions (buy/sell) | 91 |
| Total fees | 48.67 |
| Funding net | -0.09 |
| Funding accrued (received) | 12.14 |
| Funding paid | 12.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 69 |
| Los Trades | 21 |
| Win Rate, % | 76.67 |
| Expectancy per trade | 9.8509 |
| Max consecutive wins | 12 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.66 |
| Position max, % of margin balance | 148.68 |
| Max Drawdown | 564.64 |
| Max Drawdown, % | 34.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6509 |
| Recovery Factor (Total PnL / Max DD) | 1.4838 |
| Sharpe ratio (monthly) | 1.0213 |
| Sortino ratio (monthly) | 1.6026 |
| CAGR, % | 28.66 |
| Calmar ratio (CAGR / Max DD%) | 0.8292 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 886.58 | Fee: 48.67 | Vol: 136737.59
Realized PnL by Symbol
Details
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