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
1340.09
Total PnL
340.09 (34.01%)
Total Trades (Win/Los)
103 (70/33)
Win Rate
67.96%
Max Drawdown
446.98 (44.21%)
Total Fees
39.43
Position avg (max), %
16.75 (135.09)
Profit Factor
1.31
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 | -21.04% | 0.92% | 0.96% | 3.93% | -23.74% | -5.40% | 4.16% | 12.40% | 3.95% | 0.47% | 8.44% | -3.19% | -22.57% |
| 2025 | 16.81% | 3.69% | 6.45% | 6.39% | 4.51% | 3.90% | 4.00% | -0.10% | 3.88% | -13.58% | 9.72% | -8.18% | 39.96% |
| 2026 | 11.91% | -5.74% | 1.30% | 7.59% | 7.56% | 0.00% | — | — | — | — | — | — | 23.66% |
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 | 1340.09 |
| Min balance | 564.01 |
| Max balance | 1341.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.98 |
| Average monthly return (arithmetic), % | 1.40 |
| Best month, % | 16.81 |
| Worst month, % | -23.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 340.09 |
| Total PnL, % | 34.01 |
| Gross profit | 1621.91 |
| Gross loss | 1242.14 |
| Trading volume (USDT) | 110624.88 |
| Total transactions (buy/sell) | 104 |
| Total fees | 39.43 |
| Funding net | -0.24 |
| Funding accrued (received) | 9.31 |
| Funding paid | 9.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 103 |
| Win Trades | 70 |
| Los Trades | 33 |
| Win Rate, % | 67.96 |
| Expectancy per trade | 3.6870 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.75 |
| Position max, % of margin balance | 135.09 |
| Max Drawdown | 446.98 |
| Max Drawdown, % | 44.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3057 |
| Recovery Factor (Total PnL / Max DD) | 0.7609 |
| Sharpe ratio (monthly) | 0.5482 |
| Sortino ratio (monthly) | 0.7279 |
| CAGR, % | 12.89 |
| Calmar ratio (CAGR / Max DD%) | 0.2915 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 379.76 | Fee: 39.43 | Vol: 110624.88
Realized PnL by Symbol
Details
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