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
1799.16
Total PnL
799.16 (79.92%)
Total Trades (Win/Los)
145 (85/60)
Win Rate
58.62%
Max Drawdown
350.72 (20.43%)
Total Fees
80.84
Position avg (max), %
15.99 (123.38)
Profit Factor
1.44
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 | -3.07% | 5.73% | 0.74% | 3.81% | -10.90% | -4.59% | 3.99% | 11.91% | 4.03% | 8.04% | 0.48% | -13.31% | 3.80% |
| 2025 | 14.34% | 4.34% | 13.89% | 4.77% | -0.81% | 0.24% | -1.50% | 11.64% | 3.80% | -7.26% | -3.08% | -5.04% | 37.89% |
| 2026 | 5.12% | -2.73% | 5.78% | 8.14% | 7.47% | 0.00% | — | — | — | — | — | — | 25.70% |
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 | 1799.16 |
| Min balance | 852.20 |
| Max balance | 1801.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.98 |
| Average monthly return (arithmetic), % | 2.20 |
| Best month, % | 14.34 |
| Worst month, % | -13.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 799.16 |
| Total PnL, % | 79.92 |
| Gross profit | 2874.25 |
| Gross loss | 1999.06 |
| Trading volume (USDT) | 226556.02 |
| Total transactions (buy/sell) | 146 |
| Total fees | 80.84 |
| Funding net | 4.82 |
| Funding accrued (received) | 14.87 |
| Funding paid | 10.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 145 |
| Win Trades | 85 |
| Los Trades | 60 |
| Win Rate, % | 58.62 |
| Expectancy per trade | 6.0357 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.99 |
| Position max, % of margin balance | 123.38 |
| Max Drawdown | 350.72 |
| Max Drawdown, % | 20.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4378 |
| Recovery Factor (Total PnL / Max DD) | 2.2786 |
| Sharpe ratio (monthly) | 1.1405 |
| Sortino ratio (monthly) | 2.0247 |
| CAGR, % | 27.53 |
| Calmar ratio (CAGR / Max DD%) | 1.3477 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 875.18 | Fee: 80.84 | Vol: 226556.02
Realized PnL by Symbol
Details
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