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
2124.86
Total PnL
1124.86 (112.49%)
Total Trades (Win/Los)
80 (61/19)
Win Rate
76.25%
Max Drawdown
479.16 (23.97%)
Total Fees
47.74
Position avg (max), %
11.84 (132.47)
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% | 4.13% | 3.52% | 4.65% | 3.98% | 12.15% | 3.82% | 0.20% | -12.17% | -5.57% | 32.21% |
| 2025 | 10.99% | 4.25% | 4.18% | 7.87% | 3.83% | -3.62% | 2.28% | 5.94% | 3.40% | -5.42% | -0.40% | -11.01% | 22.20% |
| 2026 | 13.73% | 4.13% | 3.89% | 5.34% | 1.48% | 0.00% | — | — | — | — | — | — | 31.52% |
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 | 2124.86 |
| Min balance | 927.36 |
| Max balance | 2132.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.54 |
| Average monthly return (arithmetic), % | 2.75 |
| Best month, % | 19.82 |
| Worst month, % | -12.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1124.86 |
| Total PnL, % | 112.49 |
| Gross profit | 2305.98 |
| Gross loss | 1129.69 |
| Trading volume (USDT) | 134162.21 |
| Total transactions (buy/sell) | 81 |
| Total fees | 47.74 |
| Funding net | -3.69 |
| Funding accrued (received) | 9.47 |
| Funding paid | 13.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 61 |
| Los Trades | 19 |
| Win Rate, % | 76.25 |
| Expectancy per trade | 14.7036 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.84 |
| Position max, % of margin balance | 132.47 |
| Max Drawdown | 479.16 |
| Max Drawdown, % | 23.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0412 |
| Recovery Factor (Total PnL / Max DD) | 2.3476 |
| Sharpe ratio (monthly) | 1.4571 |
| Sortino ratio (monthly) | 2.7741 |
| CAGR, % | 36.63 |
| Calmar ratio (CAGR / Max DD%) | 1.5284 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1176.29 | Fee: 47.74 | Vol: 134162.21
Realized PnL by Symbol
Details
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