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
2148.98
Total PnL
1148.98 (114.90%)
Total Trades (Win/Los)
84 (63/21)
Win Rate
75.00%
Max Drawdown
470.25 (25.58%)
Total Fees
47.32
Position avg (max), %
12.26 (134.01)
Profit Factor
2.09
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% | 4.60% | 3.95% | 11.38% | 3.87% | -7.02% | -12.34% | -5.53% | 21.38% |
| 2025 | 11.05% | 4.30% | 3.85% | 7.96% | 3.86% | -3.49% | 4.11% | 3.89% | 3.70% | -5.40% | -0.49% | -9.42% | 24.50% |
| 2026 | 13.72% | 4.19% | 3.91% | 7.23% | 7.70% | 0.00% | — | — | — | — | — | — | 42.20% |
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 | 2148.98 |
| Min balance | 927.36 |
| Max balance | 2151.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.58 |
| Average monthly return (arithmetic), % | 2.80 |
| Best month, % | 19.82 |
| Worst month, % | -12.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1148.98 |
| Total PnL, % | 114.90 |
| Gross profit | 2301.58 |
| Gross loss | 1103.11 |
| Trading volume (USDT) | 133011.99 |
| Total transactions (buy/sell) | 85 |
| Total fees | 47.32 |
| Funding net | -2.17 |
| Funding accrued (received) | 9.57 |
| Funding paid | 11.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 63 |
| Los Trades | 21 |
| Win Rate, % | 75.00 |
| Expectancy per trade | 14.2675 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.26 |
| Position max, % of margin balance | 134.01 |
| Max Drawdown | 470.25 |
| Max Drawdown, % | 25.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0864 |
| Recovery Factor (Total PnL / Max DD) | 2.4434 |
| Sharpe ratio (monthly) | 1.4461 |
| Sortino ratio (monthly) | 2.7494 |
| CAGR, % | 37.27 |
| Calmar ratio (CAGR / Max DD%) | 1.4571 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1198.47 | Fee: 47.32 | Vol: 133011.99
Realized PnL by Symbol
Details
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