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
2345.20
Total PnL
1345.20 (134.52%)
Total Trades (Win/Los)
108 (76/32)
Win Rate
70.37%
Max Drawdown
633.71 (29.09%)
Total Fees
67.49
Position avg (max), %
13.49 (133.40)
Profit Factor
1.84
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% | 4.21% | 3.99% | 4.63% | 8.03% | 11.18% | 3.93% | 7.29% | -12.31% | -5.36% | 36.88% |
| 2025 | 15.56% | 0.53% | 3.89% | 7.41% | 3.92% | -3.30% | 3.36% | 12.05% | 3.83% | -11.27% | -0.69% | -9.54% | 24.86% |
| 2026 | 13.57% | -0.24% | 3.88% | 8.25% | 7.71% | 0.00% | — | — | — | — | — | — | 37.22% |
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 | 2345.20 |
| Min balance | 865.42 |
| Max balance | 2347.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.88 |
| Average monthly return (arithmetic), % | 3.17 |
| Best month, % | 19.71 |
| Worst month, % | -12.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1345.20 |
| Total PnL, % | 134.52 |
| Gross profit | 3094.52 |
| Gross loss | 1680.53 |
| Trading volume (USDT) | 189593.70 |
| Total transactions (buy/sell) | 109 |
| Total fees | 67.49 |
| Funding net | -1.30 |
| Funding accrued (received) | 12.21 |
| Funding paid | 13.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 108 |
| Win Trades | 76 |
| Los Trades | 32 |
| Win Rate, % | 70.37 |
| Expectancy per trade | 13.0925 |
| Max consecutive wins | 9 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.49 |
| Position max, % of margin balance | 133.40 |
| Max Drawdown | 633.71 |
| Max Drawdown, % | 29.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8414 |
| Recovery Factor (Total PnL / Max DD) | 2.1227 |
| Sharpe ratio (monthly) | 1.4427 |
| Sortino ratio (monthly) | 2.6660 |
| CAGR, % | 42.33 |
| Calmar ratio (CAGR / Max DD%) | 1.4549 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1413.99 | Fee: 67.49 | Vol: 189593.70
Realized PnL by Symbol
Details
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