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
1839.69
Total PnL
839.69 (83.97%)
Total Trades (Win/Los)
160 (85/75)
Win Rate
53.13%
Max Drawdown
420.29 (21.76%)
Total Fees
100.57
Position avg (max), %
15.25 (121.64)
Profit Factor
1.43
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 | -2.74% | 7.17% | 0.73% | 3.81% | -6.04% | -4.37% | 3.90% | 12.79% | 4.00% | 7.92% | 0.48% | -22.55% | 0.24% |
| 2025 | 8.38% | 4.35% | 15.34% | 4.88% | 9.00% | 0.24% | -1.47% | 11.72% | 3.82% | -2.12% | -3.11% | 1.36% | 64.21% |
| 2026 | 5.11% | 9.30% | -16.30% | 8.13% | 7.50% | 0.00% | — | — | — | — | — | — | 11.77% |
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 | 1839.69 |
| Min balance | 881.94 |
| Max balance | 1931.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.05 |
| Average monthly return (arithmetic), % | 2.37 |
| Best month, % | 15.34 |
| Worst month, % | -22.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 839.69 |
| Total PnL, % | 83.97 |
| Gross profit | 3120.31 |
| Gross loss | 2183.05 |
| Trading volume (USDT) | 281490.99 |
| Total transactions (buy/sell) | 161 |
| Total fees | 100.57 |
| Funding net | 2.99 |
| Funding accrued (received) | 14.14 |
| Funding paid | 11.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 160 |
| Win Trades | 85 |
| Los Trades | 75 |
| Win Rate, % | 53.13 |
| Expectancy per trade | 5.8579 |
| Max consecutive wins | 7 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.25 |
| Position max, % of margin balance | 121.64 |
| Max Drawdown | 420.29 |
| Max Drawdown, % | 21.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4293 |
| Recovery Factor (Total PnL / Max DD) | 1.9979 |
| Sharpe ratio (monthly) | 1.0539 |
| Sortino ratio (monthly) | 1.5417 |
| CAGR, % | 28.72 |
| Calmar ratio (CAGR / Max DD%) | 1.3198 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 937.27 | Fee: 100.57 | Vol: 281490.99
Realized PnL by Symbol
Details
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