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
2606.08
Total PnL
1606.08 (160.61%)
Total Trades (Win/Los)
136 (90/46)
Win Rate
66.18%
Max Drawdown
531.53 (21.14%)
Total Fees
88.78
Position avg (max), %
17.88 (124.48)
Profit Factor
1.81
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 | -9.48% | 0.99% | 0.83% | 4.18% | 3.39% | -3.16% | 5.51% | 11.46% | 3.81% | 7.57% | -3.11% | -10.35% | 9.67% |
| 2025 | 20.46% | 0.64% | 5.97% | 7.09% | 11.81% | 11.69% | 2.89% | 12.52% | 7.82% | -6.73% | 6.76% | -8.53% | 95.35% |
| 2026 | 13.55% | -1.62% | 3.82% | -2.47% | 7.53% | 0.00% | — | — | — | — | — | — | 21.64% |
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 | 2606.08 |
| Min balance | 810.68 |
| Max balance | 2608.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.24 |
| Average monthly return (arithmetic), % | 3.50 |
| Best month, % | 20.46 |
| Worst month, % | -10.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1606.08 |
| Total PnL, % | 160.61 |
| Gross profit | 3791.02 |
| Gross loss | 2092.16 |
| Trading volume (USDT) | 249195.24 |
| Total transactions (buy/sell) | 137 |
| Total fees | 88.78 |
| Funding net | -4.00 |
| Funding accrued (received) | 15.35 |
| Funding paid | 19.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 136 |
| Win Trades | 90 |
| Los Trades | 46 |
| Win Rate, % | 66.18 |
| Expectancy per trade | 12.4916 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.88 |
| Position max, % of margin balance | 124.48 |
| Max Drawdown | 531.53 |
| Max Drawdown, % | 21.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8120 |
| Recovery Factor (Total PnL / Max DD) | 3.0216 |
| Sharpe ratio (monthly) | 1.6848 |
| Sortino ratio (monthly) | 3.5785 |
| CAGR, % | 48.68 |
| Calmar ratio (CAGR / Max DD%) | 2.3033 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1698.86 | Fee: 88.78 | Vol: 249195.24
Realized PnL by Symbol
Details
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