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
2180.93
Total PnL
1180.93 (118.09%)
Total Trades (Win/Los)
129 (86/43)
Win Rate
66.67%
Max Drawdown
445.08 (20.93%)
Total Fees
81.25
Position avg (max), %
17.27 (127.61)
Profit Factor
1.58
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% | 3.19% | 3.95% | 8.02% | 5.54% | 12.02% | 3.79% | 7.58% | 4.32% | -4.94% | 37.58% |
| 2025 | 20.47% | 0.51% | 3.72% | 6.48% | -0.50% | -2.52% | 0.65% | 11.97% | 3.90% | -11.10% | 6.85% | -8.37% | 32.18% |
| 2026 | 13.55% | -2.97% | 3.88% | -2.57% | 7.54% | 0.00% | — | — | — | — | — | — | 19.92% |
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 | 2180.93 |
| Min balance | 789.35 |
| Max balance | 2182.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.63 |
| Average monthly return (arithmetic), % | 2.86 |
| Best month, % | 20.47 |
| Worst month, % | -11.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1180.93 |
| Total PnL, % | 118.09 |
| Gross profit | 3445.85 |
| Gross loss | 2181.78 |
| Trading volume (USDT) | 228047.14 |
| Total transactions (buy/sell) | 130 |
| Total fees | 81.25 |
| Funding net | -1.89 |
| Funding accrued (received) | 15.28 |
| Funding paid | 17.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 129 |
| Win Trades | 86 |
| Los Trades | 43 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 9.7990 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.27 |
| Position max, % of margin balance | 127.61 |
| Max Drawdown | 445.08 |
| Max Drawdown, % | 20.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5794 |
| Recovery Factor (Total PnL / Max DD) | 2.6533 |
| Sharpe ratio (monthly) | 1.4580 |
| Sortino ratio (monthly) | 2.9651 |
| CAGR, % | 38.11 |
| Calmar ratio (CAGR / Max DD%) | 1.8206 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1264.07 | Fee: 81.25 | Vol: 228047.14
Realized PnL by Symbol
Details
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