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
2988.85
Total PnL
1988.85 (198.89%)
Total Trades (Win/Los)
93 (72/21)
Win Rate
77.42%
Max Drawdown
583.49 (23.26%)
Total Fees
64.05
Position avg (max), %
11.92 (134.98)
Profit Factor
2.73
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% | 19.81% | 1.31% | 3.96% | 3.49% | 6.92% | 10.08% | 11.92% | 3.82% | 7.33% | -12.20% | -5.36% | 54.27% |
| 2025 | 15.22% | 0.47% | 3.86% | 7.46% | 3.86% | -3.29% | 3.89% | 12.04% | 3.78% | -5.49% | -0.51% | -8.32% | 35.14% |
| 2026 | 13.57% | 4.14% | 3.92% | 8.26% | 7.76% | 0.00% | — | — | — | — | — | — | 43.37% |
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 | 2988.85 |
| Min balance | 930.37 |
| Max balance | 2991.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.72 |
| Average monthly return (arithmetic), % | 3.95 |
| Best month, % | 19.81 |
| Worst month, % | -12.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1988.85 |
| Total PnL, % | 198.89 |
| Gross profit | 3243.93 |
| Gross loss | 1186.89 |
| Trading volume (USDT) | 180102.64 |
| Total transactions (buy/sell) | 94 |
| Total fees | 64.05 |
| Funding net | -4.13 |
| Funding accrued (received) | 11.23 |
| Funding paid | 15.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 93 |
| Win Trades | 72 |
| Los Trades | 21 |
| Win Rate, % | 77.42 |
| Expectancy per trade | 22.1186 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.92 |
| Position max, % of margin balance | 134.98 |
| Max Drawdown | 583.49 |
| Max Drawdown, % | 23.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.7331 |
| Recovery Factor (Total PnL / Max DD) | 3.4085 |
| Sharpe ratio (monthly) | 1.9702 |
| Sortino ratio (monthly) | 4.3427 |
| CAGR, % | 57.37 |
| Calmar ratio (CAGR / Max DD%) | 2.4666 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2057.03 | Fee: 64.05 | Vol: 180102.64
Realized PnL by Symbol
Details
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