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
2187.68
Total PnL
1187.68 (118.77%)
Total Trades (Win/Los)
101 (75/26)
Win Rate
74.26%
Max Drawdown
429.86 (23.28%)
Total Fees
49.46
Position avg (max), %
12.74 (127.78)
Profit Factor
2.11
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 | -16.07% | -0.15% | 0.91% | 4.21% | -5.70% | -4.32% | 9.57% | 12.00% | 3.90% | 7.61% | 8.28% | -4.96% | 12.28% |
| 2025 | 14.95% | 0.65% | 3.81% | 7.94% | 4.11% | -2.73% | 4.00% | 11.86% | 3.77% | -5.44% | -0.60% | -8.52% | 36.29% |
| 2026 | 13.67% | 3.98% | 3.91% | 8.24% | 7.55% | 0.00% | — | — | — | — | — | — | 42.97% |
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 | 2187.68 |
| Min balance | 733.65 |
| Max balance | 2189.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.64 |
| Average monthly return (arithmetic), % | 2.88 |
| Best month, % | 14.95 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1187.68 |
| Total PnL, % | 118.77 |
| Gross profit | 2354.09 |
| Gross loss | 1114.71 |
| Trading volume (USDT) | 138944.37 |
| Total transactions (buy/sell) | 102 |
| Total fees | 49.46 |
| Funding net | -2.23 |
| Funding accrued (received) | 8.89 |
| Funding paid | 11.12 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 101 |
| Win Trades | 75 |
| Los Trades | 26 |
| Win Rate, % | 74.26 |
| Expectancy per trade | 12.2710 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.74 |
| Position max, % of margin balance | 127.78 |
| Max Drawdown | 429.86 |
| Max Drawdown, % | 23.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1118 |
| Recovery Factor (Total PnL / Max DD) | 2.7629 |
| Sharpe ratio (monthly) | 1.4493 |
| Sortino ratio (monthly) | 2.5946 |
| CAGR, % | 38.29 |
| Calmar ratio (CAGR / Max DD%) | 1.6447 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1239.37 | Fee: 49.46 | Vol: 138944.37
Realized PnL by Symbol
Details
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