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
2632.76
Total PnL
1632.76 (163.28%)
Total Trades (Win/Los)
124 (84/40)
Win Rate
67.74%
Max Drawdown
544.68 (21.07%)
Total Fees
92.29
Position avg (max), %
16.58 (124.39)
Profit Factor
1.75
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% | 19.71% | 0.71% | 3.21% | 3.51% | 7.44% | 5.70% | 11.90% | 3.88% | 7.55% | 3.79% | -5.11% | 62.56% |
| 2025 | 20.55% | 0.43% | 3.89% | 6.58% | -0.32% | -3.22% | 4.03% | 12.00% | 3.87% | -11.28% | 6.66% | -8.45% | 35.57% |
| 2026 | 13.56% | -3.24% | 3.92% | -2.55% | 7.36% | 0.00% | — | — | — | — | — | — | 19.47% |
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 | 2632.76 |
| Min balance | 867.36 |
| Max balance | 2635.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.28 |
| Average monthly return (arithmetic), % | 3.54 |
| Best month, % | 20.55 |
| Worst month, % | -11.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1632.76 |
| Total PnL, % | 163.28 |
| Gross profit | 4031.64 |
| Gross loss | 2302.46 |
| Trading volume (USDT) | 259112.97 |
| Total transactions (buy/sell) | 125 |
| Total fees | 92.29 |
| Funding net | -4.14 |
| Funding accrued (received) | 16.36 |
| Funding paid | 20.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 124 |
| Win Trades | 84 |
| Los Trades | 40 |
| Win Rate, % | 67.74 |
| Expectancy per trade | 13.9450 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.58 |
| Position max, % of margin balance | 124.39 |
| Max Drawdown | 544.68 |
| Max Drawdown, % | 21.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7510 |
| Recovery Factor (Total PnL / Max DD) | 2.9977 |
| Sharpe ratio (monthly) | 1.6551 |
| Sortino ratio (monthly) | 3.6116 |
| CAGR, % | 49.31 |
| Calmar ratio (CAGR / Max DD%) | 2.3400 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1729.19 | Fee: 92.29 | Vol: 259112.97
Realized PnL by Symbol
Details
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