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
1867.32
Total PnL
867.32 (86.73%)
Total Trades (Win/Los)
90 (64/26)
Win Rate
71.11%
Max Drawdown
350.01 (22.25%)
Total Fees
41.07
Position avg (max), %
17.07 (147.64)
Profit Factor
1.91
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% | -6.46% | 4.08% | 11.99% | 3.91% | -4.71% | 0.74% | -1.19% | -8.47% |
| 2025 | 10.91% | 3.87% | 3.95% | 8.89% | 3.80% | -2.60% | 10.79% | 11.65% | 3.75% | -11.19% | 4.92% | -8.39% | 44.42% |
| 2026 | 12.10% | 4.19% | 3.92% | 8.27% | 7.50% | 0.00% | — | — | — | — | — | — | 41.26% |
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 | 1867.32 |
| Min balance | 739.95 |
| Max balance | 1869.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.10 |
| Average monthly return (arithmetic), % | 2.46 |
| Best month, % | 19.53 |
| Worst month, % | -18.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 867.32 |
| Total PnL, % | 86.73 |
| Gross profit | 1900.32 |
| Gross loss | 994.98 |
| Trading volume (USDT) | 115348.18 |
| Total transactions (buy/sell) | 91 |
| Total fees | 41.07 |
| Funding net | 3.05 |
| Funding accrued (received) | 13.11 |
| Funding paid | 10.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 64 |
| Los Trades | 26 |
| Win Rate, % | 71.11 |
| Expectancy per trade | 10.0594 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.07 |
| Position max, % of margin balance | 147.64 |
| Max Drawdown | 350.01 |
| Max Drawdown, % | 22.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9099 |
| Recovery Factor (Total PnL / Max DD) | 2.4780 |
| Sharpe ratio (monthly) | 1.0168 |
| Sortino ratio (monthly) | 1.5718 |
| CAGR, % | 29.51 |
| Calmar ratio (CAGR / Max DD%) | 1.3265 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 905.34 | Fee: 41.07 | Vol: 115348.18
Realized PnL by Symbol
Details
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