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
2044.01
Total PnL
1044.01 (104.40%)
Total Trades (Win/Los)
83 (62/21)
Win Rate
74.70%
Max Drawdown
450.99 (25.58%)
Total Fees
43.49
Position avg (max), %
12.36 (133.84)
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 | -3.42% | 19.82% | 0.66% | 3.93% | 3.20% | -9.34% | 3.99% | 11.98% | 3.89% | -4.73% | -12.20% | -5.52% | 8.29% |
| 2025 | 11.04% | 4.32% | 4.28% | 7.91% | 3.78% | 3.80% | 3.77% | 3.86% | 3.71% | -5.44% | -0.52% | -9.32% | 33.87% |
| 2026 | 12.01% | 4.17% | 3.91% | 8.19% | 7.49% | 0.00% | — | — | — | — | — | — | 41.00% |
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 | 2044.01 |
| Min balance | 927.36 |
| Max balance | 2045.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.41 |
| Average monthly return (arithmetic), % | 2.64 |
| Best month, % | 19.82 |
| Worst month, % | -12.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1044.01 |
| Total PnL, % | 104.40 |
| Gross profit | 2082.96 |
| Gross loss | 994.74 |
| Trading volume (USDT) | 122211.23 |
| Total transactions (buy/sell) | 84 |
| Total fees | 43.49 |
| Funding net | -0.72 |
| Funding accrued (received) | 9.70 |
| Funding paid | 10.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 62 |
| Los Trades | 21 |
| Win Rate, % | 74.70 |
| Expectancy per trade | 13.1111 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.36 |
| Position max, % of margin balance | 133.84 |
| Max Drawdown | 450.99 |
| Max Drawdown, % | 25.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0940 |
| Recovery Factor (Total PnL / Max DD) | 2.3149 |
| Sharpe ratio (monthly) | 1.3414 |
| Sortino ratio (monthly) | 2.4522 |
| CAGR, % | 34.45 |
| Calmar ratio (CAGR / Max DD%) | 1.3470 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1088.22 | Fee: 43.49 | Vol: 122211.23
Realized PnL by Symbol
Details
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