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
2973.91
Total PnL
1973.91 (197.39%)
Total Trades (Win/Los)
109 (78/31)
Win Rate
71.56%
Max Drawdown
722.40 (26.56%)
Total Fees
79.30
Position avg (max), %
13.22 (124.19)
Profit Factor
2.22
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% | 19.34% | 0.71% | 4.19% | 3.48% | 7.90% | 5.29% | 11.12% | 3.91% | 7.51% | 7.60% | -4.94% | 68.73% |
| 2025 | 15.64% | 0.43% | 3.91% | 7.98% | 4.06% | -3.21% | 3.87% | 12.06% | 3.87% | -11.26% | -0.71% | -8.33% | 28.16% |
| 2026 | 13.58% | 0.08% | 3.92% | 8.27% | 7.53% | 0.00% | — | — | — | — | — | — | 37.52% |
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 | 2973.91 |
| Min balance | 867.36 |
| Max balance | 2976.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.70 |
| Average monthly return (arithmetic), % | 3.94 |
| Best month, % | 19.34 |
| Worst month, % | -11.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1973.91 |
| Total PnL, % | 197.39 |
| Gross profit | 3730.59 |
| Gross loss | 1676.70 |
| Trading volume (USDT) | 222823.80 |
| Total transactions (buy/sell) | 110 |
| Total fees | 79.30 |
| Funding net | -0.68 |
| Funding accrued (received) | 14.80 |
| Funding paid | 15.48 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 109 |
| Win Trades | 78 |
| Los Trades | 31 |
| Win Rate, % | 71.56 |
| Expectancy per trade | 18.8431 |
| Max consecutive wins | 9 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.22 |
| Position max, % of margin balance | 124.19 |
| Max Drawdown | 722.40 |
| Max Drawdown, % | 26.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2250 |
| Recovery Factor (Total PnL / Max DD) | 2.7324 |
| Sharpe ratio (monthly) | 1.9614 |
| Sortino ratio (monthly) | 4.1370 |
| CAGR, % | 57.04 |
| Calmar ratio (CAGR / Max DD%) | 2.1477 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2053.89 | Fee: 79.30 | Vol: 222823.80
Realized PnL by Symbol
Details
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