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
1796.98
Total PnL
796.98 (79.70%)
Total Trades (Win/Los)
79 (59/20)
Win Rate
74.68%
Max Drawdown
550.22 (34.07%)
Total Fees
42.77
Position avg (max), %
13.78 (133.50)
Profit Factor
1.76
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% | 3.56% | 3.48% | 4.62% | 3.96% | 12.13% | 3.81% | 0.20% | -12.29% | -20.01% | 11.11% |
| 2025 | 11.11% | 3.71% | 3.94% | 5.34% | 2.54% | -2.62% | 8.67% | 5.61% | 3.28% | -5.44% | -0.51% | -11.02% | 25.02% |
| 2026 | 11.82% | 4.21% | 3.88% | 5.35% | 1.45% | 0.00% | — | — | — | — | — | — | 29.37% |
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 | 1796.98 |
| Min balance | 927.36 |
| Max balance | 1803.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.97 |
| Average monthly return (arithmetic), % | 2.26 |
| Best month, % | 19.82 |
| Worst month, % | -20.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 796.98 |
| Total PnL, % | 79.70 |
| Gross profit | 1956.02 |
| Gross loss | 1114.53 |
| Trading volume (USDT) | 120147.32 |
| Total transactions (buy/sell) | 80 |
| Total fees | 42.77 |
| Funding net | -1.75 |
| Funding accrued (received) | 10.66 |
| Funding paid | 12.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 79 |
| Win Trades | 59 |
| Los Trades | 20 |
| Win Rate, % | 74.68 |
| Expectancy per trade | 10.6518 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.78 |
| Position max, % of margin balance | 133.50 |
| Max Drawdown | 550.22 |
| Max Drawdown, % | 34.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7550 |
| Recovery Factor (Total PnL / Max DD) | 1.4485 |
| Sharpe ratio (monthly) | 1.0430 |
| Sortino ratio (monthly) | 1.5980 |
| CAGR, % | 27.47 |
| Calmar ratio (CAGR / Max DD%) | 0.8064 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 841.49 | Fee: 42.77 | Vol: 120147.32
Realized PnL by Symbol
Details
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