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
1850.47
Total PnL
850.47 (85.05%)
Total Trades (Win/Los)
90 (67/23)
Win Rate
74.44%
Max Drawdown
359.34 (23.05%)
Total Fees
40.85
Position avg (max), %
13.21 (129.31)
Profit Factor
1.87
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 | -16.07% | -1.08% | 0.92% | 3.94% | 2.89% | -6.09% | 4.06% | 12.00% | 3.94% | -2.50% | 7.94% | -4.89% | 2.02% |
| 2025 | 11.04% | 4.35% | 4.03% | 7.98% | 3.99% | -3.18% | 4.05% | 3.99% | 3.84% | -5.43% | -0.49% | -8.27% | 27.10% |
| 2026 | 13.50% | 4.16% | 3.88% | 8.22% | 7.38% | 0.00% | — | — | — | — | — | — | 42.71% |
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 | 1850.47 |
| Min balance | 725.24 |
| Max balance | 1852.18 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.07 |
| Average monthly return (arithmetic), % | 2.27 |
| Best month, % | 13.50 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 850.47 |
| Total PnL, % | 85.05 |
| Gross profit | 1921.23 |
| Gross loss | 1029.35 |
| Trading volume (USDT) | 114753.79 |
| Total transactions (buy/sell) | 91 |
| Total fees | 40.85 |
| Funding net | -0.56 |
| Funding accrued (received) | 8.88 |
| Funding paid | 9.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 67 |
| Los Trades | 23 |
| Win Rate, % | 74.44 |
| Expectancy per trade | 9.9097 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.21 |
| Position max, % of margin balance | 129.31 |
| Max Drawdown | 359.34 |
| Max Drawdown, % | 23.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8664 |
| Recovery Factor (Total PnL / Max DD) | 2.3667 |
| Sharpe ratio (monthly) | 1.2617 |
| Sortino ratio (monthly) | 2.0645 |
| CAGR, % | 29.03 |
| Calmar ratio (CAGR / Max DD%) | 1.2591 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 891.88 | Fee: 40.85 | Vol: 114753.79
Realized PnL by Symbol
Details
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