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
2343.93
Total PnL
1343.93 (134.39%)
Total Trades (Win/Los)
108 (76/32)
Win Rate
70.37%
Max Drawdown
639.26 (29.28%)
Total Fees
67.36
Position avg (max), %
13.63 (133.90)
Profit Factor
1.83
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% | 3.84% | 3.49% | 4.33% | 7.99% | 12.12% | 3.91% | 7.31% | -12.34% | -5.44% | 36.27% |
| 2025 | 15.51% | 0.53% | 3.87% | 7.94% | 3.88% | -3.76% | 2.47% | 13.89% | 3.82% | -11.25% | -0.71% | -9.80% | 25.38% |
| 2026 | 13.58% | -0.24% | 3.88% | 8.21% | 7.71% | 0.00% | — | — | — | — | — | — | 37.19% |
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 | 2343.93 |
| Min balance | 865.42 |
| Max balance | 2346.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.88 |
| Average monthly return (arithmetic), % | 3.18 |
| Best month, % | 19.71 |
| Worst month, % | -12.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1343.93 |
| Total PnL, % | 134.39 |
| Gross profit | 3109.54 |
| Gross loss | 1697.31 |
| Trading volume (USDT) | 189237.53 |
| Total transactions (buy/sell) | 109 |
| Total fees | 67.36 |
| Funding net | -0.94 |
| Funding accrued (received) | 12.55 |
| Funding paid | 13.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 108 |
| Win Trades | 76 |
| Los Trades | 32 |
| Win Rate, % | 70.37 |
| Expectancy per trade | 13.0763 |
| Max consecutive wins | 9 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.63 |
| Position max, % of margin balance | 133.90 |
| Max Drawdown | 639.26 |
| Max Drawdown, % | 29.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8320 |
| Recovery Factor (Total PnL / Max DD) | 2.1023 |
| Sharpe ratio (monthly) | 1.4190 |
| Sortino ratio (monthly) | 2.6489 |
| CAGR, % | 42.30 |
| Calmar ratio (CAGR / Max DD%) | 1.4445 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1412.24 | Fee: 67.36 | Vol: 189237.53
Realized PnL by Symbol
Details
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