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
1369.92
Total PnL
369.92 (36.99%)
Total Trades (Win/Los)
121 (78/43)
Win Rate
64.46%
Max Drawdown
411.14 (38.50%)
Total Fees
53.34
Position avg (max), %
17.16 (124.81)
Profit Factor
1.28
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 | -7.56% | 6.71% | 0.77% | 3.82% | -18.63% | -4.75% | -8.97% | 12.66% | 3.98% | 0.48% | 8.33% | -7.68% | -14.28% |
| 2025 | 17.04% | 3.22% | 7.78% | 3.80% | 4.02% | -2.33% | 1.78% | 0.03% | 3.88% | -10.24% | 6.64% | -7.98% | 27.93% |
| 2026 | 13.39% | -4.54% | 2.35% | 4.85% | 7.55% | 0.00% | — | — | — | — | — | — | 24.93% |
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 | 1369.92 |
| Min balance | 656.88 |
| Max balance | 1371.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.35 |
| Best month, % | 17.04 |
| Worst month, % | -18.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 369.92 |
| Total PnL, % | 36.99 |
| Gross profit | 1916.10 |
| Gross loss | 1492.24 |
| Trading volume (USDT) | 149474.28 |
| Total transactions (buy/sell) | 122 |
| Total fees | 53.34 |
| Funding net | -0.61 |
| Funding accrued (received) | 10.22 |
| Funding paid | 10.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 121 |
| Win Trades | 78 |
| Los Trades | 43 |
| Win Rate, % | 64.46 |
| Expectancy per trade | 3.5030 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.16 |
| Position max, % of margin balance | 124.81 |
| Max Drawdown | 411.14 |
| Max Drawdown, % | 38.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2840 |
| Recovery Factor (Total PnL / Max DD) | 0.8997 |
| Sharpe ratio (monthly) | 0.6143 |
| Sortino ratio (monthly) | 0.9268 |
| CAGR, % | 13.92 |
| Calmar ratio (CAGR / Max DD%) | 0.3616 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 423.86 | Fee: 53.34 | Vol: 149474.28
Realized PnL by Symbol
Details
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