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
1766.88
Total PnL
766.88 (76.69%)
Total Trades (Win/Los)
79 (60/19)
Win Rate
75.95%
Max Drawdown
553.19 (34.19%)
Total Fees
42.28
Position avg (max), %
13.15 (139.31)
Profit Factor
1.68
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% | 19.82% | 0.66% | 3.70% | 3.49% | 4.61% | 3.96% | 12.11% | 3.88% | 0.20% | -12.30% | -20.15% | 11.10% |
| 2025 | 10.83% | 4.36% | 4.28% | 7.38% | 3.89% | -3.74% | 2.01% | 5.90% | 3.30% | -5.42% | -0.53% | -11.10% | 20.87% |
| 2026 | 13.68% | 4.21% | 3.89% | 5.37% | 1.46% | 0.00% | — | — | — | — | — | — | 31.57% |
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 | 1766.88 |
| Min balance | 927.36 |
| Max balance | 1773.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.92 |
| Average monthly return (arithmetic), % | 2.21 |
| Best month, % | 19.82 |
| Worst month, % | -20.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 766.88 |
| Total PnL, % | 76.69 |
| Gross profit | 1994.96 |
| Gross loss | 1184.48 |
| Trading volume (USDT) | 118786.56 |
| Total transactions (buy/sell) | 80 |
| Total fees | 42.28 |
| Funding net | -1.32 |
| Funding accrued (received) | 10.21 |
| Funding paid | 11.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 79 |
| Win Trades | 60 |
| Los Trades | 19 |
| Win Rate, % | 75.95 |
| Expectancy per trade | 10.2592 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.15 |
| Position max, % of margin balance | 139.31 |
| Max Drawdown | 553.19 |
| Max Drawdown, % | 34.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6843 |
| Recovery Factor (Total PnL / Max DD) | 1.3863 |
| Sharpe ratio (monthly) | 1.0079 |
| Sortino ratio (monthly) | 1.5463 |
| CAGR, % | 26.58 |
| Calmar ratio (CAGR / Max DD%) | 0.7775 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 810.48 | Fee: 42.28 | Vol: 118786.56
Realized PnL by Symbol
Details
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