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
1970.60
Total PnL
970.60 (97.06%)
Total Trades (Win/Los)
87 (65/22)
Win Rate
74.71%
Max Drawdown
388.52 (23.05%)
Total Fees
44.00
Position avg (max), %
13.17 (131.81)
Profit Factor
1.97
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 | -16.07% | 19.53% | 0.76% | 3.93% | 2.89% | -6.11% | 4.02% | 12.19% | 3.94% | -2.45% | -10.65% | -1.11% | 6.12% |
| 2025 | 12.13% | 3.48% | 4.01% | 8.74% | 3.99% | 3.86% | 4.02% | 0.02% | 3.82% | -5.43% | -0.54% | -8.30% | 32.06% |
| 2026 | 12.08% | 4.27% | 3.92% | 8.24% | 6.97% | 0.00% | — | — | — | — | — | — | 40.62% |
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 | 1970.60 |
| Min balance | 806.18 |
| Max balance | 1972.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.29 |
| Average monthly return (arithmetic), % | 2.54 |
| Best month, % | 19.53 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 970.60 |
| Total PnL, % | 97.06 |
| Gross profit | 2065.53 |
| Gross loss | 1050.80 |
| Trading volume (USDT) | 123605.58 |
| Total transactions (buy/sell) | 88 |
| Total fees | 44.00 |
| Funding net | -0.12 |
| Funding accrued (received) | 10.04 |
| Funding paid | 10.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 65 |
| Los Trades | 22 |
| Win Rate, % | 74.71 |
| Expectancy per trade | 11.6635 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.17 |
| Position max, % of margin balance | 131.81 |
| Max Drawdown | 388.52 |
| Max Drawdown, % | 23.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9657 |
| Recovery Factor (Total PnL / Max DD) | 2.4982 |
| Sharpe ratio (monthly) | 1.2369 |
| Sortino ratio (monthly) | 2.1235 |
| CAGR, % | 32.43 |
| Calmar ratio (CAGR / Max DD%) | 1.4071 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1014.73 | Fee: 44.00 | Vol: 123605.58
Realized PnL by Symbol
Details
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