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
1765.71
Total PnL
765.71 (76.57%)
Total Trades (Win/Los)
86 (62/24)
Win Rate
72.09%
Max Drawdown
332.62 (22.33%)
Total Fees
38.43
Position avg (max), %
17.33 (150.33)
Profit Factor
1.84
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 | -16.07% | 19.53% | 0.76% | 3.93% | -18.94% | -6.18% | 4.07% | 11.16% | 3.95% | -2.43% | 0.73% | -0.96% | -6.47% |
| 2025 | 10.95% | 3.80% | 3.99% | 8.91% | 3.82% | -2.61% | 10.57% | 3.64% | 3.73% | -11.32% | 4.87% | -8.22% | 33.82% |
| 2026 | 11.92% | 4.08% | 3.92% | 8.26% | 7.65% | 0.00% | — | — | — | — | — | — | 41.08% |
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 | 1765.71 |
| Min balance | 742.37 |
| Max balance | 1767.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.91 |
| Average monthly return (arithmetic), % | 2.25 |
| Best month, % | 19.53 |
| Worst month, % | -18.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 765.71 |
| Total PnL, % | 76.57 |
| Gross profit | 1754.02 |
| Gross loss | 952.12 |
| Trading volume (USDT) | 107915.79 |
| Total transactions (buy/sell) | 87 |
| Total fees | 38.43 |
| Funding net | 2.23 |
| Funding accrued (received) | 12.69 |
| Funding paid | 10.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 62 |
| Los Trades | 24 |
| Win Rate, % | 72.09 |
| Expectancy per trade | 9.3245 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.33 |
| Position max, % of margin balance | 150.33 |
| Max Drawdown | 332.62 |
| Max Drawdown, % | 22.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8422 |
| Recovery Factor (Total PnL / Max DD) | 2.3020 |
| Sharpe ratio (monthly) | 0.9611 |
| Sortino ratio (monthly) | 1.4528 |
| CAGR, % | 26.55 |
| Calmar ratio (CAGR / Max DD%) | 1.1889 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 801.91 | Fee: 38.43 | Vol: 107915.79
Realized PnL by Symbol
Details
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