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
1689.02
Total PnL
689.02 (68.90%)
Total Trades (Win/Los)
121 (76/45)
Win Rate
62.81%
Max Drawdown
346.04 (30.84%)
Total Fees
61.41
Position avg (max), %
15.33 (133.68)
Profit Factor
1.47
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% | 7.39% | 0.73% | 3.81% | -22.58% | -4.75% | 4.12% | 12.37% | 4.03% | 8.02% | 0.55% | -11.94% | -6.55% |
| 2025 | 14.95% | 4.29% | 7.62% | 4.89% | -0.81% | 0.25% | 7.77% | 11.60% | 3.84% | -10.22% | 2.91% | -5.51% | 46.70% |
| 2026 | 4.40% | -4.04% | 5.60% | 8.35% | 7.48% | 0.00% | — | — | — | — | — | — | 23.21% |
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 | 1689.02 |
| Min balance | 776.13 |
| Max balance | 1690.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.76 |
| Average monthly return (arithmetic), % | 2.07 |
| Best month, % | 14.95 |
| Worst month, % | -22.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 689.02 |
| Total PnL, % | 68.90 |
| Gross profit | 2341.32 |
| Gross loss | 1593.69 |
| Trading volume (USDT) | 172181.35 |
| Total transactions (buy/sell) | 122 |
| Total fees | 61.41 |
| Funding net | 2.79 |
| Funding accrued (received) | 12.56 |
| Funding paid | 9.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 121 |
| Win Trades | 76 |
| Los Trades | 45 |
| Win Rate, % | 62.81 |
| Expectancy per trade | 6.1788 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.33 |
| Position max, % of margin balance | 133.68 |
| Max Drawdown | 346.04 |
| Max Drawdown, % | 30.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4691 |
| Recovery Factor (Total PnL / Max DD) | 1.9912 |
| Sharpe ratio (monthly) | 0.9389 |
| Sortino ratio (monthly) | 1.3570 |
| CAGR, % | 24.24 |
| Calmar ratio (CAGR / Max DD%) | 0.7861 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 747.63 | Fee: 61.41 | Vol: 172181.35
Realized PnL by Symbol
Details
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