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
2254.34
Total PnL
1254.34 (125.43%)
Total Trades (Win/Los)
84 (64/20)
Win Rate
76.19%
Max Drawdown
488.82 (25.60%)
Total Fees
48.73
Position avg (max), %
12.30 (135.39)
Profit Factor
2.20
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% | 19.82% | 0.66% | 3.93% | 3.53% | 4.87% | 3.98% | 12.14% | 3.84% | -4.68% | -12.48% | -5.30% | 25.74% |
| 2025 | 11.16% | 4.28% | 3.87% | 7.96% | 3.88% | -3.18% | 3.94% | 3.90% | 3.70% | -5.44% | -0.32% | -9.34% | 25.10% |
| 2026 | 13.66% | 4.15% | 3.89% | 8.22% | 7.68% | 0.00% | — | — | — | — | — | — | 43.32% |
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 | 2254.34 |
| Min balance | 927.36 |
| Max balance | 2256.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.75 |
| Average monthly return (arithmetic), % | 2.96 |
| Best month, % | 19.82 |
| Worst month, % | -12.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1254.34 |
| Total PnL, % | 125.43 |
| Gross profit | 2396.46 |
| Gross loss | 1091.35 |
| Trading volume (USDT) | 136980.06 |
| Total transactions (buy/sell) | 85 |
| Total fees | 48.73 |
| Funding net | -2.04 |
| Funding accrued (received) | 10.06 |
| Funding paid | 12.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 64 |
| Los Trades | 20 |
| Win Rate, % | 76.19 |
| Expectancy per trade | 15.5370 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.30 |
| Position max, % of margin balance | 135.39 |
| Max Drawdown | 488.82 |
| Max Drawdown, % | 25.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1959 |
| Recovery Factor (Total PnL / Max DD) | 2.5660 |
| Sharpe ratio (monthly) | 1.5417 |
| Sortino ratio (monthly) | 3.0297 |
| CAGR, % | 40.02 |
| Calmar ratio (CAGR / Max DD%) | 1.5634 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1305.11 | Fee: 48.73 | Vol: 136980.06
Realized PnL by Symbol
Details
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