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
2061.18
Total PnL
1061.18 (106.12%)
Total Trades (Win/Los)
84 (63/21)
Win Rate
75.00%
Max Drawdown
439.98 (27.89%)
Total Fees
46.30
Position avg (max), %
12.46 (135.50)
Profit Factor
1.99
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% | 3.92% | 3.53% | 4.60% | 3.95% | 11.38% | 3.82% | -8.85% | -12.50% | -5.47% | 18.80% |
| 2025 | 10.96% | 4.12% | 3.95% | 7.85% | 3.88% | -3.59% | 2.51% | 5.82% | 3.28% | -5.42% | -0.58% | -10.62% | 22.12% |
| 2026 | 13.66% | 4.19% | 3.90% | 7.22% | 7.68% | 0.00% | — | — | — | — | — | — | 42.07% |
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 | 2061.18 |
| Min balance | 927.36 |
| Max balance | 2063.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.44 |
| Average monthly return (arithmetic), % | 2.67 |
| Best month, % | 19.82 |
| Worst month, % | -12.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1061.18 |
| Total PnL, % | 106.12 |
| Gross profit | 2234.26 |
| Gross loss | 1123.38 |
| Trading volume (USDT) | 130149.14 |
| Total transactions (buy/sell) | 85 |
| Total fees | 46.30 |
| Funding net | -3.39 |
| Funding accrued (received) | 8.86 |
| Funding paid | 12.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 63 |
| Los Trades | 21 |
| Win Rate, % | 75.00 |
| Expectancy per trade | 13.2247 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.46 |
| Position max, % of margin balance | 135.50 |
| Max Drawdown | 439.98 |
| Max Drawdown, % | 27.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9889 |
| Recovery Factor (Total PnL / Max DD) | 2.4119 |
| Sharpe ratio (monthly) | 1.3423 |
| Sortino ratio (monthly) | 2.4430 |
| CAGR, % | 34.92 |
| Calmar ratio (CAGR / Max DD%) | 1.2522 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1110.88 | Fee: 46.30 | Vol: 130149.14
Realized PnL by Symbol
Details
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