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
2122.71
Total PnL
1122.71 (112.27%)
Total Trades (Win/Los)
84 (63/21)
Win Rate
75.00%
Max Drawdown
442.27 (27.32%)
Total Fees
47.46
Position avg (max), %
12.06 (134.10)
Profit Factor
2.04
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% | 4.41% | 3.51% | 4.64% | 3.97% | 12.12% | 3.82% | -7.09% | -12.35% | -5.37% | 22.86% |
| 2025 | 10.97% | 4.10% | 3.85% | 7.95% | 3.87% | -3.56% | 3.38% | 3.97% | 3.69% | -5.45% | -0.55% | -10.64% | 21.48% |
| 2026 | 13.78% | 4.20% | 3.88% | 7.22% | 7.70% | 0.00% | — | — | — | — | — | — | 42.23% |
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 | 2122.71 |
| Min balance | 927.36 |
| Max balance | 2124.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.54 |
| Average monthly return (arithmetic), % | 2.77 |
| Best month, % | 19.82 |
| Worst month, % | -12.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1122.71 |
| Total PnL, % | 112.27 |
| Gross profit | 2300.92 |
| Gross loss | 1126.62 |
| Trading volume (USDT) | 133400.94 |
| Total transactions (buy/sell) | 85 |
| Total fees | 47.46 |
| Funding net | -4.13 |
| Funding accrued (received) | 8.41 |
| Funding paid | 12.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 63 |
| Los Trades | 21 |
| Win Rate, % | 75.00 |
| Expectancy per trade | 13.9797 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.06 |
| Position max, % of margin balance | 134.10 |
| Max Drawdown | 442.27 |
| Max Drawdown, % | 27.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0423 |
| Recovery Factor (Total PnL / Max DD) | 2.5385 |
| Sharpe ratio (monthly) | 1.4054 |
| Sortino ratio (monthly) | 2.6300 |
| CAGR, % | 36.57 |
| Calmar ratio (CAGR / Max DD%) | 1.3388 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1174.30 | Fee: 47.46 | Vol: 133400.94
Realized PnL by Symbol
Details
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