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
2017.47
Total PnL
1017.47 (101.75%)
Total Trades (Win/Los)
123 (83/40)
Win Rate
67.48%
Max Drawdown
487.69 (24.21%)
Total Fees
76.41
Position avg (max), %
16.80 (134.18)
Profit Factor
1.51
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 | -9.91% | 19.71% | 0.71% | 2.15% | 3.50% | 3.85% | 8.07% | 12.00% | 3.87% | 7.33% | -15.52% | -6.15% | 27.57% |
| 2025 | 21.18% | 0.54% | 3.87% | 6.46% | -0.98% | -3.64% | 2.48% | 13.79% | 3.69% | -11.24% | 6.49% | -9.82% | 32.49% |
| 2026 | 13.62% | -3.45% | 3.89% | -2.72% | 7.67% | 0.00% | — | — | — | — | — | — | 19.37% |
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 | 2017.47 |
| Min balance | 865.42 |
| Max balance | 2019.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.37 |
| Average monthly return (arithmetic), % | 2.71 |
| Best month, % | 21.18 |
| Worst month, % | -15.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1017.47 |
| Total PnL, % | 101.75 |
| Gross profit | 3266.33 |
| Gross loss | 2168.57 |
| Trading volume (USDT) | 214494.13 |
| Total transactions (buy/sell) | 124 |
| Total fees | 76.41 |
| Funding net | -3.88 |
| Funding accrued (received) | 13.41 |
| Funding paid | 17.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 123 |
| Win Trades | 83 |
| Los Trades | 40 |
| Win Rate, % | 67.48 |
| Expectancy per trade | 8.9249 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.80 |
| Position max, % of margin balance | 134.18 |
| Max Drawdown | 487.69 |
| Max Drawdown, % | 24.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5062 |
| Recovery Factor (Total PnL / Max DD) | 2.0863 |
| Sharpe ratio (monthly) | 1.1164 |
| Sortino ratio (monthly) | 2.0464 |
| CAGR, % | 33.73 |
| Calmar ratio (CAGR / Max DD%) | 1.3931 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1097.76 | Fee: 76.41 | Vol: 214494.13
Realized PnL by Symbol
Details
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