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
2505.23
Total PnL
1505.23 (150.52%)
Total Trades (Win/Los)
111 (78/33)
Win Rate
70.27%
Max Drawdown
609.34 (26.48%)
Total Fees
68.42
Position avg (max), %
13.33 (129.14)
Profit Factor
1.99
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% | -0.91% | 0.85% | 4.19% | 3.49% | 8.02% | 4.96% | 12.11% | 3.90% | 7.61% | 8.30% | -4.89% | 42.39% |
| 2025 | 15.58% | 0.51% | 3.95% | 7.93% | 4.11% | -3.16% | 4.10% | 11.98% | 3.86% | -11.31% | -0.64% | -8.32% | 28.53% |
| 2026 | 13.56% | -0.18% | 3.88% | 8.27% | 7.38% | 0.00% | — | — | — | — | — | — | 36.89% |
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 | 2505.23 |
| Min balance | 780.31 |
| Max balance | 2507.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.11 |
| Average monthly return (arithmetic), % | 3.31 |
| Best month, % | 15.58 |
| Worst month, % | -11.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1505.23 |
| Total PnL, % | 150.52 |
| Gross profit | 3169.81 |
| Gross loss | 1596.36 |
| Trading volume (USDT) | 192202.05 |
| Total transactions (buy/sell) | 112 |
| Total fees | 68.42 |
| Funding net | 0.20 |
| Funding accrued (received) | 13.07 |
| Funding paid | 12.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 111 |
| Win Trades | 78 |
| Los Trades | 33 |
| Win Rate, % | 70.27 |
| Expectancy per trade | 14.1752 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.33 |
| Position max, % of margin balance | 129.14 |
| Max Drawdown | 609.34 |
| Max Drawdown, % | 26.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9857 |
| Recovery Factor (Total PnL / Max DD) | 2.4703 |
| Sharpe ratio (monthly) | 1.7846 |
| Sortino ratio (monthly) | 3.4775 |
| CAGR, % | 46.27 |
| Calmar ratio (CAGR / Max DD%) | 1.7473 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1573.45 | Fee: 68.42 | Vol: 192202.05
Realized PnL by Symbol
Details
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