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
1707.17
Total PnL
707.17 (70.72%)
Total Trades (Win/Los)
96 (66/30)
Win Rate
68.75%
Max Drawdown
416.42 (25.12%)
Total Fees
44.55
Position avg (max), %
16.68 (133.40)
Profit Factor
1.61
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% | 3.94% | -15.73% | -7.68% | 4.13% | 11.96% | 3.93% | 0.42% | 0.73% | -1.06% | -6.27% |
| 2025 | 11.11% | 4.26% | 4.29% | 9.03% | 3.78% | -2.61% | 10.58% | 11.67% | 3.74% | -5.38% | -0.21% | -7.05% | 49.66% |
| 2026 | 12.03% | -7.89% | 1.40% | 8.22% | 7.48% | 0.00% | — | — | — | — | — | — | 21.70% |
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 | 1707.17 |
| Min balance | 747.06 |
| Max balance | 1708.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.80 |
| Average monthly return (arithmetic), % | 2.16 |
| Best month, % | 20.14 |
| Worst month, % | -21.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 707.17 |
| Total PnL, % | 70.72 |
| Gross profit | 1989.67 |
| Gross loss | 1234.68 |
| Trading volume (USDT) | 125099.77 |
| Total transactions (buy/sell) | 97 |
| Total fees | 44.55 |
| Funding net | -3.27 |
| Funding accrued (received) | 10.14 |
| Funding paid | 13.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 66 |
| Los Trades | 30 |
| Win Rate, % | 68.75 |
| Expectancy per trade | 7.8645 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.68 |
| Position max, % of margin balance | 133.40 |
| Max Drawdown | 416.42 |
| Max Drawdown, % | 25.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6115 |
| Recovery Factor (Total PnL / Max DD) | 1.6982 |
| Sharpe ratio (monthly) | 0.8869 |
| Sortino ratio (monthly) | 1.3697 |
| CAGR, % | 24.79 |
| Calmar ratio (CAGR / Max DD%) | 0.9870 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 754.99 | Fee: 44.55 | Vol: 125099.77
Realized PnL by Symbol
Details
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