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
1193.94
Total PnL
193.94 (19.39%)
Total Trades (Win/Los)
97 (67/30)
Win Rate
69.07%
Max Drawdown
401.88 (39.75%)
Total Fees
34.84
Position avg (max), %
18.22 (131.82)
Profit Factor
1.19
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 | -21.07% | 0.74% | 0.96% | 3.94% | -16.26% | -6.20% | 4.13% | 12.36% | 3.92% | 0.41% | -9.29% | -0.96% | -28.11% |
| 2025 | 10.90% | 4.20% | 4.32% | 6.53% | 3.17% | -2.00% | 9.98% | 3.59% | 3.91% | -5.32% | 0.02% | -8.38% | 33.37% |
| 2026 | 11.92% | -5.75% | 1.35% | 8.25% | 7.60% | 0.00% | — | — | — | — | — | — | 24.53% |
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 | 1193.94 |
| Min balance | 609.12 |
| Max balance | 1195.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.59 |
| Average monthly return (arithmetic), % | 0.90 |
| Best month, % | 12.36 |
| Worst month, % | -21.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 193.94 |
| Total PnL, % | 19.39 |
| Gross profit | 1448.61 |
| Gross loss | 1217.10 |
| Trading volume (USDT) | 97742.34 |
| Total transactions (buy/sell) | 98 |
| Total fees | 34.84 |
| Funding net | -2.73 |
| Funding accrued (received) | 8.25 |
| Funding paid | 10.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 97 |
| Win Trades | 67 |
| Los Trades | 30 |
| Win Rate, % | 69.07 |
| Expectancy per trade | 2.3867 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 18.22 |
| Position max, % of margin balance | 131.82 |
| Max Drawdown | 401.88 |
| Max Drawdown, % | 39.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1902 |
| Recovery Factor (Total PnL / Max DD) | 0.4826 |
| Sharpe ratio (monthly) | 0.4076 |
| Sortino ratio (monthly) | 0.5481 |
| CAGR, % | 7.62 |
| Calmar ratio (CAGR / Max DD%) | 0.1916 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 231.51 | Fee: 34.84 | Vol: 97742.34
Realized PnL by Symbol
Details
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