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
1306.33
Total PnL
306.33 (30.63%)
Total Trades (Win/Los)
109 (69/40)
Win Rate
63.30%
Max Drawdown
455.71 (44.24%)
Total Fees
43.01
Position avg (max), %
16.06 (131.56)
Profit Factor
1.26
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 | -25.25% | 4.57% | 0.98% | 3.81% | -21.53% | -4.56% | 4.09% | 12.45% | 3.85% | 7.97% | 0.85% | -5.03% | -22.88% |
| 2025 | 15.22% | 4.26% | 6.31% | 6.47% | 3.81% | 0.25% | 7.81% | 3.65% | 3.88% | -13.31% | 3.06% | 0.51% | 47.50% |
| 2026 | 4.37% | -7.00% | 2.18% | 7.57% | 7.64% | 0.00% | — | — | — | — | — | — | 14.84% |
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 | 1306.33 |
| Min balance | 574.43 |
| Max balance | 1307.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.89 |
| Average monthly return (arithmetic), % | 1.30 |
| Best month, % | 15.22 |
| Worst month, % | -25.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 306.33 |
| Total PnL, % | 30.63 |
| Gross profit | 1703.14 |
| Gross loss | 1355.97 |
| Trading volume (USDT) | 120612.52 |
| Total transactions (buy/sell) | 110 |
| Total fees | 43.01 |
| Funding net | 2.17 |
| Funding accrued (received) | 10.25 |
| Funding paid | 8.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 109 |
| Win Trades | 69 |
| Los Trades | 40 |
| Win Rate, % | 63.30 |
| Expectancy per trade | 3.1850 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.06 |
| Position max, % of margin balance | 131.56 |
| Max Drawdown | 455.71 |
| Max Drawdown, % | 44.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2560 |
| Recovery Factor (Total PnL / Max DD) | 0.6722 |
| Sharpe ratio (monthly) | 0.5246 |
| Sortino ratio (monthly) | 0.6631 |
| CAGR, % | 11.70 |
| Calmar ratio (CAGR / Max DD%) | 0.2645 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 347.16 | Fee: 43.01 | Vol: 120612.52
Realized PnL by Symbol
Details
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