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
2329.16
Total PnL
1329.16 (132.92%)
Total Trades (Win/Los)
81 (62/19)
Win Rate
76.54%
Max Drawdown
522.58 (25.69%)
Total Fees
47.38
Position avg (max), %
11.80 (134.50)
Profit Factor
2.45
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% | 4.61% | 3.96% | 12.12% | 3.92% | -4.66% | -12.37% | -5.33% | 25.23% |
| 2025 | 11.08% | 4.30% | 3.85% | 7.65% | 3.87% | 3.80% | 4.14% | 3.87% | 3.69% | -5.44% | -0.47% | -9.36% | 33.61% |
| 2026 | 11.77% | 4.15% | 3.89% | 7.23% | 7.34% | 0.00% | — | — | — | — | — | — | 39.21% |
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 | 2329.16 |
| Min balance | 927.36 |
| Max balance | 2331.18 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.86 |
| Average monthly return (arithmetic), % | 3.06 |
| Best month, % | 19.82 |
| Worst month, % | -12.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1329.16 |
| Total PnL, % | 132.92 |
| Gross profit | 2327.77 |
| Gross loss | 950.26 |
| Trading volume (USDT) | 133197.92 |
| Total transactions (buy/sell) | 82 |
| Total fees | 47.38 |
| Funding net | -0.98 |
| Funding accrued (received) | 10.40 |
| Funding paid | 11.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 62 |
| Los Trades | 19 |
| Win Rate, % | 76.54 |
| Expectancy per trade | 17.0064 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.80 |
| Position max, % of margin balance | 134.50 |
| Max Drawdown | 522.58 |
| Max Drawdown, % | 25.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4496 |
| Recovery Factor (Total PnL / Max DD) | 2.5434 |
| Sharpe ratio (monthly) | 1.6515 |
| Sortino ratio (monthly) | 3.1858 |
| CAGR, % | 41.93 |
| Calmar ratio (CAGR / Max DD%) | 1.6322 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1377.51 | Fee: 47.38 | Vol: 133197.92
Realized PnL by Symbol
Details
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