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
1205.58
Total PnL
205.58 (20.56%)
Total Trades (Win/Los)
162 (89/73)
Win Rate
54.94%
Max Drawdown
409.74 (39.78%)
Total Fees
71.04
Position avg (max), %
17.07 (127.87)
Profit Factor
1.14
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 | -18.85% | 7.23% | 0.88% | 3.80% | -21.76% | -3.61% | -2.92% | 12.71% | 4.02% | 7.89% | 8.03% | -4.04% | -12.52% |
| 2025 | 8.60% | 3.65% | 3.22% | 4.83% | -4.46% | 3.93% | 2.89% | 2.47% | 3.95% | -2.14% | -3.16% | -7.42% | 16.28% |
| 2026 | 10.64% | -5.06% | -0.76% | 5.68% | 7.59% | 0.00% | — | — | — | — | — | — | 18.52% |
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 | 1205.58 |
| Min balance | 620.40 |
| Max balance | 1206.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.63 |
| Average monthly return (arithmetic), % | 0.93 |
| Best month, % | 12.71 |
| Worst month, % | -21.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 205.58 |
| Total PnL, % | 20.56 |
| Gross profit | 2193.01 |
| Gross loss | 1919.58 |
| Trading volume (USDT) | 198844.60 |
| Total transactions (buy/sell) | 163 |
| Total fees | 71.04 |
| Funding net | 3.20 |
| Funding accrued (received) | 11.36 |
| Funding paid | 8.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 162 |
| Win Trades | 89 |
| Los Trades | 73 |
| Win Rate, % | 54.94 |
| Expectancy per trade | 1.6878 |
| Max consecutive wins | 5 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.07 |
| Position max, % of margin balance | 127.87 |
| Max Drawdown | 409.74 |
| Max Drawdown, % | 39.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1424 |
| Recovery Factor (Total PnL / Max DD) | 0.5017 |
| Sharpe ratio (monthly) | 0.4270 |
| Sortino ratio (monthly) | 0.5613 |
| CAGR, % | 8.05 |
| Calmar ratio (CAGR / Max DD%) | 0.2024 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 273.42 | Fee: 71.04 | Vol: 198844.60
Realized PnL by Symbol
Details
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