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
2870.81
Total PnL
1870.81 (187.08%)
Total Trades (Win/Los)
93 (72/21)
Win Rate
77.42%
Max Drawdown
589.87 (23.74%)
Total Fees
63.13
Position avg (max), %
12.65 (134.89)
Profit Factor
2.56
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% | 3.79% | 3.50% | 3.86% | 12.71% | 11.90% | 3.87% | 7.33% | -12.20% | -5.52% | 52.79% |
| 2025 | 9.87% | 5.45% | 3.89% | 7.47% | 3.82% | -3.57% | 2.44% | 13.92% | 3.74% | -5.45% | -0.45% | -10.78% | 31.66% |
| 2026 | 13.64% | 4.13% | 3.92% | 7.75% | 7.70% | 0.00% | — | — | — | — | — | — | 42.71% |
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 | 2870.81 |
| Min balance | 927.36 |
| Max balance | 2873.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.58 |
| Average monthly return (arithmetic), % | 3.82 |
| Best month, % | 19.99 |
| Worst month, % | -12.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1870.81 |
| Total PnL, % | 187.08 |
| Gross profit | 3179.84 |
| Gross loss | 1240.81 |
| Trading volume (USDT) | 177512.80 |
| Total transactions (buy/sell) | 94 |
| Total fees | 63.13 |
| Funding net | -5.10 |
| Funding accrued (received) | 11.23 |
| Funding paid | 16.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 93 |
| Win Trades | 72 |
| Los Trades | 21 |
| Win Rate, % | 77.42 |
| Expectancy per trade | 20.8499 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.65 |
| Position max, % of margin balance | 134.89 |
| Max Drawdown | 589.87 |
| Max Drawdown, % | 23.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5627 |
| Recovery Factor (Total PnL / Max DD) | 3.1716 |
| Sharpe ratio (monthly) | 1.8778 |
| Sortino ratio (monthly) | 3.8765 |
| CAGR, % | 54.76 |
| Calmar ratio (CAGR / Max DD%) | 2.3069 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1939.04 | Fee: 63.13 | Vol: 177512.80
Realized PnL by Symbol
Details
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