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
2704.03
Total PnL
1704.03 (170.40%)
Total Trades (Win/Los)
98 (74/24)
Win Rate
75.51%
Max Drawdown
527.05 (23.17%)
Total Fees
58.03
Position avg (max), %
12.26 (127.38)
Profit Factor
2.59
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 | -3.15% | -0.95% | 0.80% | 4.19% | 3.47% | -5.65% | 9.61% | 12.02% | 3.89% | 7.38% | 7.68% | -4.89% | 37.96% |
| 2025 | 15.13% | 0.53% | 3.96% | 7.93% | 4.56% | -3.22% | 3.90% | 12.05% | 3.87% | -5.46% | -0.47% | -8.45% | 36.91% |
| 2026 | 13.62% | 4.20% | 3.92% | 8.23% | 7.51% | 0.00% | — | — | — | — | — | — | 43.16% |
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 | 2704.03 |
| Min balance | 837.96 |
| Max balance | 2706.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.37 |
| Average monthly return (arithmetic), % | 3.54 |
| Best month, % | 15.13 |
| Worst month, % | -8.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1704.03 |
| Total PnL, % | 170.40 |
| Gross profit | 2876.87 |
| Gross loss | 1112.06 |
| Trading volume (USDT) | 163118.15 |
| Total transactions (buy/sell) | 99 |
| Total fees | 58.03 |
| Funding net | -2.75 |
| Funding accrued (received) | 10.58 |
| Funding paid | 13.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 98 |
| Win Trades | 74 |
| Los Trades | 24 |
| Win Rate, % | 75.51 |
| Expectancy per trade | 18.0083 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.26 |
| Position max, % of margin balance | 127.38 |
| Max Drawdown | 527.05 |
| Max Drawdown, % | 23.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5870 |
| Recovery Factor (Total PnL / Max DD) | 3.2332 |
| Sharpe ratio (monthly) | 2.0780 |
| Sortino ratio (monthly) | 5.0281 |
| CAGR, % | 50.97 |
| Calmar ratio (CAGR / Max DD%) | 2.1998 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1764.82 | Fee: 58.03 | Vol: 163118.15
Realized PnL by Symbol
Details
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