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
1991.21
Total PnL
991.21 (99.12%)
Total Trades (Win/Los)
86 (65/21)
Win Rate
75.58%
Max Drawdown
389.76 (23.31%)
Total Fees
44.99
Position avg (max), %
12.76 (134.09)
Profit Factor
1.94
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 | -3.15% | 19.63% | 0.66% | 3.93% | 3.52% | -9.04% | 4.00% | 12.14% | 3.89% | -4.58% | -12.22% | -5.39% | 9.58% |
| 2025 | 10.98% | 4.34% | 4.28% | 7.94% | 3.96% | -3.18% | 4.01% | 3.97% | 3.71% | -5.40% | -0.53% | -8.37% | 26.85% |
| 2026 | 13.76% | 4.17% | 3.92% | 8.23% | 7.47% | 0.00% | — | — | — | — | — | — | 43.24% |
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 | 1991.21 |
| Min balance | 930.37 |
| Max balance | 1993.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.32 |
| Average monthly return (arithmetic), % | 2.55 |
| Best month, % | 19.63 |
| Worst month, % | -12.22 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 991.21 |
| Total PnL, % | 99.12 |
| Gross profit | 2140.95 |
| Gross loss | 1102.84 |
| Trading volume (USDT) | 126395.72 |
| Total transactions (buy/sell) | 87 |
| Total fees | 44.99 |
| Funding net | -1.91 |
| Funding accrued (received) | 9.25 |
| Funding paid | 11.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 65 |
| Los Trades | 21 |
| Win Rate, % | 75.58 |
| Expectancy per trade | 12.0710 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.76 |
| Position max, % of margin balance | 134.09 |
| Max Drawdown | 389.76 |
| Max Drawdown, % | 23.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9413 |
| Recovery Factor (Total PnL / Max DD) | 2.5431 |
| Sharpe ratio (monthly) | 1.2843 |
| Sortino ratio (monthly) | 2.4216 |
| CAGR, % | 33.00 |
| Calmar ratio (CAGR / Max DD%) | 1.4162 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1038.11 | Fee: 44.99 | Vol: 126395.72
Realized PnL by Symbol
Details
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"zigzag": {
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"p2p_bybit": null,
"SmartProfit": null,
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}