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
2461.19
Total PnL
1461.19 (146.12%)
Total Trades (Win/Los)
92 (71/21)
Win Rate
77.17%
Max Drawdown
520.29 (24.15%)
Total Fees
55.61
Position avg (max), %
12.61 (134.43)
Profit Factor
2.26
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% | 2.28% | 13.95% | 3.40% | -5.51% | -0.48% | -11.06% | 30.79% |
| 2026 | 13.66% | 4.17% | 3.88% | 7.20% | 7.51% | 0.00% | — | — | — | — | — | — | 41.75% |
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 | 2461.19 |
| Min balance | 927.36 |
| Max balance | 2463.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.05 |
| Average monthly return (arithmetic), % | 3.29 |
| Best month, % | 19.99 |
| Worst month, % | -12.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1461.19 |
| Total PnL, % | 146.12 |
| Gross profit | 2727.59 |
| Gross loss | 1206.57 |
| Trading volume (USDT) | 156344.83 |
| Total transactions (buy/sell) | 93 |
| Total fees | 55.61 |
| Funding net | -4.22 |
| Funding accrued (received) | 10.01 |
| Funding paid | 14.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 71 |
| Los Trades | 21 |
| Win Rate, % | 77.17 |
| Expectancy per trade | 16.5328 |
| Max consecutive wins | 12 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.61 |
| Position max, % of margin balance | 134.43 |
| Max Drawdown | 520.29 |
| Max Drawdown, % | 24.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2606 |
| Recovery Factor (Total PnL / Max DD) | 2.8084 |
| Sharpe ratio (monthly) | 1.6286 |
| Sortino ratio (monthly) | 3.2401 |
| CAGR, % | 45.20 |
| Calmar ratio (CAGR / Max DD%) | 1.8717 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1521.02 | Fee: 55.61 | Vol: 156344.83
Realized PnL by Symbol
Details
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