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
2865.23
Total PnL
1865.23 (186.52%)
Total Trades (Win/Los)
93 (72/21)
Win Rate
77.42%
Max Drawdown
639.15 (25.92%)
Total Fees
63.20
Position avg (max), %
11.92 (135.45)
Profit Factor
2.57
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 | -3.42% | 19.99% | 1.32% | 3.73% | 3.51% | 4.35% | 12.79% | 11.92% | 3.82% | 7.39% | -12.27% | -5.56% | 53.38% |
| 2025 | 15.20% | 0.48% | 3.85% | 7.45% | 3.81% | -3.64% | 3.33% | 11.84% | 3.77% | -5.50% | -0.49% | -9.70% | 31.58% |
| 2026 | 13.55% | 4.14% | 3.92% | 7.24% | 7.74% | 0.00% | — | — | — | — | — | — | 41.98% |
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 | 2865.23 |
| Min balance | 927.36 |
| Max balance | 2867.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.57 |
| Average monthly return (arithmetic), % | 3.82 |
| Best month, % | 19.99 |
| Worst month, % | -12.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1865.23 |
| Total PnL, % | 186.52 |
| Gross profit | 3160.48 |
| Gross loss | 1227.62 |
| Trading volume (USDT) | 177721.34 |
| Total transactions (buy/sell) | 94 |
| Total fees | 63.20 |
| Funding net | -4.43 |
| Funding accrued (received) | 10.83 |
| Funding paid | 15.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 93 |
| Win Trades | 72 |
| Los Trades | 21 |
| Win Rate, % | 77.42 |
| Expectancy per trade | 20.7834 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.92 |
| Position max, % of margin balance | 135.45 |
| Max Drawdown | 639.15 |
| Max Drawdown, % | 25.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5745 |
| Recovery Factor (Total PnL / Max DD) | 2.9183 |
| Sharpe ratio (monthly) | 1.8551 |
| Sortino ratio (monthly) | 3.9818 |
| CAGR, % | 54.64 |
| Calmar ratio (CAGR / Max DD%) | 2.1080 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1932.86 | Fee: 63.20 | Vol: 177721.34
Realized PnL by Symbol
Details
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