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
1562.42
Total PnL
562.42 (56.24%)
Total Trades (Win/Los)
107 (69/38)
Win Rate
64.49%
Max Drawdown
437.77 (27.84%)
Total Fees
50.15
Position avg (max), %
16.84 (132.31)
Profit Factor
1.42
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% | 20.14% | 0.80% | 3.84% | -22.33% | -3.32% | 4.07% | 12.34% | 3.94% | 0.42% | 0.75% | -0.97% | -9.24% |
| 2025 | 11.22% | 4.25% | 4.27% | 8.99% | 3.80% | -2.02% | 9.89% | 11.54% | 3.84% | -15.12% | 4.76% | 0.25% | 52.03% |
| 2026 | 4.46% | -8.10% | 1.44% | 8.21% | 7.46% | 0.00% | — | — | — | — | — | — | 13.24% |
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 | 1562.42 |
| Min balance | 692.88 |
| Max balance | 1572.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.50 |
| Average monthly return (arithmetic), % | 1.93 |
| Best month, % | 20.14 |
| Worst month, % | -22.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 562.42 |
| Total PnL, % | 56.24 |
| Gross profit | 2060.66 |
| Gross loss | 1449.56 |
| Trading volume (USDT) | 140687.70 |
| Total transactions (buy/sell) | 108 |
| Total fees | 50.15 |
| Funding net | 1.46 |
| Funding accrued (received) | 11.92 |
| Funding paid | 10.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 69 |
| Los Trades | 38 |
| Win Rate, % | 64.49 |
| Expectancy per trade | 5.7113 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.84 |
| Position max, % of margin balance | 132.31 |
| Max Drawdown | 437.77 |
| Max Drawdown, % | 27.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4216 |
| Recovery Factor (Total PnL / Max DD) | 1.2847 |
| Sharpe ratio (monthly) | 0.7427 |
| Sortino ratio (monthly) | 1.0320 |
| CAGR, % | 20.30 |
| Calmar ratio (CAGR / Max DD%) | 0.7290 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 611.10 | Fee: 50.15 | Vol: 140687.70
Realized PnL by Symbol
Details
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}