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
2354.87
Total PnL
1354.87 (135.49%)
Total Trades (Win/Los)
133 (89/44)
Win Rate
66.92%
Max Drawdown
473.81 (20.65%)
Total Fees
85.78
Position avg (max), %
17.32 (127.61)
Profit Factor
1.64
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 | -9.72% | -0.38% | 0.85% | 4.16% | 3.47% | 8.11% | 5.58% | 12.23% | 3.80% | 7.60% | -3.38% | -10.40% | 21.10% |
| 2025 | 20.45% | 0.58% | 3.97% | 6.80% | 11.83% | -2.48% | 0.60% | 12.06% | 7.88% | -7.23% | 7.29% | -8.50% | 62.49% |
| 2026 | 13.59% | -2.73% | 3.84% | -2.84% | 7.35% | 0.00% | — | — | — | — | — | — | 19.67% |
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 | 2354.87 |
| Min balance | 789.35 |
| Max balance | 2356.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.90 |
| Average monthly return (arithmetic), % | 3.15 |
| Best month, % | 20.45 |
| Worst month, % | -10.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1354.87 |
| Total PnL, % | 135.49 |
| Gross profit | 3684.00 |
| Gross loss | 2240.96 |
| Trading volume (USDT) | 240777.17 |
| Total transactions (buy/sell) | 134 |
| Total fees | 85.78 |
| Funding net | -2.40 |
| Funding accrued (received) | 15.62 |
| Funding paid | 18.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 133 |
| Win Trades | 89 |
| Los Trades | 44 |
| Win Rate, % | 66.92 |
| Expectancy per trade | 10.8499 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.32 |
| Position max, % of margin balance | 127.61 |
| Max Drawdown | 473.81 |
| Max Drawdown, % | 20.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6439 |
| Recovery Factor (Total PnL / Max DD) | 2.8595 |
| Sharpe ratio (monthly) | 1.5177 |
| Sortino ratio (monthly) | 3.1449 |
| CAGR, % | 42.57 |
| Calmar ratio (CAGR / Max DD%) | 2.0619 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1443.04 | Fee: 85.78 | Vol: 240777.17
Realized PnL by Symbol
Details
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