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
2307.42
Total PnL
1307.42 (130.74%)
Total Trades (Win/Los)
91 (70/21)
Win Rate
76.92%
Max Drawdown
472.84 (23.63%)
Total Fees
54.38
Position avg (max), %
12.95 (134.43)
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 | -3.42% | 19.99% | 1.32% | 3.79% | 3.50% | 4.63% | -2.61% | 12.14% | 3.87% | 7.30% | -12.39% | -5.68% | 32.75% |
| 2025 | 9.71% | 5.51% | 3.88% | 7.89% | 3.82% | -3.64% | 2.47% | 5.80% | 3.27% | -5.42% | -0.40% | -10.68% | 22.25% |
| 2026 | 13.77% | 4.15% | 3.89% | 7.25% | 7.69% | 0.00% | — | — | — | — | — | — | 42.18% |
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 | 2307.42 |
| Min balance | 927.36 |
| Max balance | 2309.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.83 |
| Average monthly return (arithmetic), % | 3.05 |
| Best month, % | 19.99 |
| Worst month, % | -12.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1307.42 |
| Total PnL, % | 130.74 |
| Gross profit | 2600.55 |
| Gross loss | 1235.41 |
| Trading volume (USDT) | 152842.84 |
| Total transactions (buy/sell) | 92 |
| Total fees | 54.38 |
| Funding net | -3.34 |
| Funding accrued (received) | 10.45 |
| Funding paid | 13.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 70 |
| Los Trades | 21 |
| Win Rate, % | 76.92 |
| Expectancy per trade | 15.0016 |
| Max consecutive wins | 12 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.95 |
| Position max, % of margin balance | 134.43 |
| Max Drawdown | 472.84 |
| Max Drawdown, % | 23.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1050 |
| Recovery Factor (Total PnL / Max DD) | 2.7651 |
| Sharpe ratio (monthly) | 1.5744 |
| Sortino ratio (monthly) | 3.0422 |
| CAGR, % | 41.38 |
| Calmar ratio (CAGR / Max DD%) | 1.7507 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1365.14 | Fee: 54.38 | Vol: 152842.84
Realized PnL by Symbol
Details
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