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
2097.57
Total PnL
1097.57 (109.76%)
Total Trades (Win/Los)
83 (64/19)
Win Rate
77.11%
Max Drawdown
417.80 (23.34%)
Total Fees
44.08
Position avg (max), %
12.61 (134.22)
Profit Factor
2.18
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 | -3.15% | 19.31% | 0.66% | 3.94% | 1.97% | -7.51% | 4.01% | 12.15% | 3.89% | -4.58% | -12.10% | -4.97% | 10.13% |
| 2025 | 11.07% | 4.40% | 3.95% | 7.54% | 3.81% | 3.79% | 4.21% | 3.84% | 3.70% | -5.42% | -0.58% | -8.34% | 35.06% |
| 2026 | 12.00% | 4.17% | 3.88% | 8.23% | 7.50% | 0.00% | — | — | — | — | — | — | 41.02% |
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 | 2097.57 |
| Min balance | 930.37 |
| Max balance | 2099.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.50 |
| Average monthly return (arithmetic), % | 2.71 |
| Best month, % | 19.31 |
| Worst month, % | -12.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1097.57 |
| Total PnL, % | 109.76 |
| Gross profit | 2113.37 |
| Gross loss | 971.65 |
| Trading volume (USDT) | 123885.86 |
| Total transactions (buy/sell) | 84 |
| Total fees | 44.08 |
| Funding net | -0.06 |
| Funding accrued (received) | 10.38 |
| Funding paid | 10.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 64 |
| Los Trades | 19 |
| Win Rate, % | 77.11 |
| Expectancy per trade | 13.7556 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.61 |
| Position max, % of margin balance | 134.22 |
| Max Drawdown | 417.80 |
| Max Drawdown, % | 23.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1750 |
| Recovery Factor (Total PnL / Max DD) | 2.6271 |
| Sharpe ratio (monthly) | 1.4279 |
| Sortino ratio (monthly) | 2.7202 |
| CAGR, % | 35.90 |
| Calmar ratio (CAGR / Max DD%) | 1.5385 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1141.72 | Fee: 44.08 | Vol: 123885.86
Realized PnL by Symbol
Details
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