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
2010.50
Total PnL
1010.50 (101.05%)
Total Trades (Win/Los)
84 (64/20)
Win Rate
76.19%
Max Drawdown
398.64 (23.20%)
Total Fees
41.57
Position avg (max), %
12.90 (131.78)
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 | -16.07% | 19.53% | 0.76% | 3.93% | 2.89% | -6.39% | 4.03% | 12.03% | 3.89% | -4.58% | -10.65% | -0.25% | 4.21% |
| 2025 | 11.03% | 4.42% | 3.94% | 8.89% | 4.30% | 3.92% | 3.78% | 3.86% | 3.71% | -5.39% | -0.55% | -8.49% | 36.89% |
| 2026 | 12.08% | 4.17% | 3.91% | 8.22% | 7.34% | 0.00% | — | — | — | — | — | — | 40.93% |
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 | 2010.50 |
| Min balance | 806.18 |
| Max balance | 2012.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.36 |
| Average monthly return (arithmetic), % | 2.61 |
| Best month, % | 19.53 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1010.50 |
| Total PnL, % | 101.05 |
| Gross profit | 2020.63 |
| Gross loss | 968.11 |
| Trading volume (USDT) | 116805.75 |
| Total transactions (buy/sell) | 85 |
| Total fees | 41.57 |
| Funding net | -0.46 |
| Funding accrued (received) | 9.70 |
| Funding paid | 10.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 64 |
| Los Trades | 20 |
| Win Rate, % | 76.19 |
| Expectancy per trade | 12.5301 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.90 |
| Position max, % of margin balance | 131.78 |
| Max Drawdown | 398.64 |
| Max Drawdown, % | 23.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0872 |
| Recovery Factor (Total PnL / Max DD) | 2.5349 |
| Sharpe ratio (monthly) | 1.2678 |
| Sortino ratio (monthly) | 2.1409 |
| CAGR, % | 33.54 |
| Calmar ratio (CAGR / Max DD%) | 1.4456 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1052.53 | Fee: 41.57 | Vol: 116805.75
Realized PnL by Symbol
Details
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}