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
1778.88
Total PnL
778.88 (77.89%)
Total Trades (Win/Los)
105 (71/34)
Win Rate
67.62%
Max Drawdown
384.47 (22.75%)
Total Fees
50.64
Position avg (max), %
18.22 (130.59)
Profit Factor
1.63
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 | -9.21% | 3.48% | 0.81% | 3.80% | -14.49% | -5.48% | 4.03% | 12.24% | 3.98% | 0.49% | 7.66% | -2.60% | 1.68% |
| 2025 | 15.56% | 4.29% | 6.50% | 4.18% | 3.13% | 0.25% | 7.64% | 3.74% | 3.81% | -13.53% | 9.59% | -7.03% | 41.18% |
| 2026 | 12.02% | -6.73% | 2.33% | 7.63% | 7.68% | 0.00% | — | — | — | — | — | — | 23.92% |
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 | 1778.88 |
| Min balance | 743.27 |
| Max balance | 1780.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.94 |
| Average monthly return (arithmetic), % | 2.19 |
| Best month, % | 15.56 |
| Worst month, % | -14.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 778.88 |
| Total PnL, % | 77.89 |
| Gross profit | 2160.83 |
| Gross loss | 1328.15 |
| Trading volume (USDT) | 142129.34 |
| Total transactions (buy/sell) | 106 |
| Total fees | 50.64 |
| Funding net | -3.17 |
| Funding accrued (received) | 11.88 |
| Funding paid | 15.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 105 |
| Win Trades | 71 |
| Los Trades | 34 |
| Win Rate, % | 67.62 |
| Expectancy per trade | 7.9303 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.22 |
| Position max, % of margin balance | 130.59 |
| Max Drawdown | 384.47 |
| Max Drawdown, % | 22.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6270 |
| Recovery Factor (Total PnL / Max DD) | 2.0259 |
| Sharpe ratio (monthly) | 1.0711 |
| Sortino ratio (monthly) | 1.6858 |
| CAGR, % | 26.94 |
| Calmar ratio (CAGR / Max DD%) | 1.1842 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 832.68 | Fee: 50.64 | Vol: 142129.34
Realized PnL by Symbol
Details
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