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
2271.44
Total PnL
1271.44 (127.14%)
Total Trades (Win/Los)
91 (70/21)
Win Rate
76.92%
Max Drawdown
515.97 (24.09%)
Total Fees
55.38
Position avg (max), %
13.26 (134.43)
Profit Factor
2.02
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% | -5.77% | 32.62% |
| 2025 | 9.71% | 5.51% | 3.88% | 7.89% | 3.82% | -3.98% | 2.12% | 13.99% | 3.38% | -5.48% | -0.47% | -11.02% | 30.30% |
| 2026 | 13.57% | 4.15% | 3.89% | 5.38% | 1.50% | 0.00% | — | — | — | — | — | — | 31.45% |
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 | 2271.44 |
| Min balance | 927.36 |
| Max balance | 2278.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.77 |
| Average monthly return (arithmetic), % | 3.01 |
| Best month, % | 19.99 |
| Worst month, % | -12.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1271.44 |
| Total PnL, % | 127.14 |
| Gross profit | 2631.14 |
| Gross loss | 1302.00 |
| Trading volume (USDT) | 155620.67 |
| Total transactions (buy/sell) | 92 |
| Total fees | 55.38 |
| Funding net | -2.33 |
| Funding accrued (received) | 11.81 |
| Funding paid | 14.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 70 |
| Los Trades | 21 |
| Win Rate, % | 76.92 |
| Expectancy per trade | 14.6060 |
| Max consecutive wins | 12 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.26 |
| Position max, % of margin balance | 134.43 |
| Max Drawdown | 515.97 |
| Max Drawdown, % | 24.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0209 |
| Recovery Factor (Total PnL / Max DD) | 2.4642 |
| Sharpe ratio (monthly) | 1.5023 |
| Sortino ratio (monthly) | 2.9553 |
| CAGR, % | 40.46 |
| Calmar ratio (CAGR / Max DD%) | 1.6796 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1329.14 | Fee: 55.38 | Vol: 155620.67
Realized PnL by Symbol
Details
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