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
2205.84
Total PnL
1205.84 (120.58%)
Total Trades (Win/Los)
81 (61/20)
Win Rate
75.31%
Max Drawdown
462.16 (23.73%)
Total Fees
46.01
Position avg (max), %
11.90 (135.38)
Profit Factor
2.28
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% | 3.92% | 3.20% | 4.61% | 3.96% | 12.12% | 3.81% | -7.09% | -12.48% | -5.49% | 21.53% |
| 2025 | 10.90% | 4.30% | 3.85% | 7.58% | 3.88% | 3.79% | 3.38% | 3.85% | 3.25% | -5.45% | -0.34% | -10.80% | 29.80% |
| 2026 | 11.87% | 4.14% | 3.89% | 7.24% | 7.74% | 0.00% | — | — | — | — | — | — | 39.83% |
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 | 2205.84 |
| Min balance | 927.36 |
| Max balance | 2207.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.67 |
| Average monthly return (arithmetic), % | 2.89 |
| Best month, % | 19.82 |
| Worst month, % | -12.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1205.84 |
| Total PnL, % | 120.58 |
| Gross profit | 2235.83 |
| Gross loss | 981.24 |
| Trading volume (USDT) | 129358.96 |
| Total transactions (buy/sell) | 82 |
| Total fees | 46.01 |
| Funding net | -2.73 |
| Funding accrued (received) | 9.17 |
| Funding paid | 11.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 61 |
| Los Trades | 20 |
| Win Rate, % | 75.31 |
| Expectancy per trade | 15.4887 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.90 |
| Position max, % of margin balance | 135.38 |
| Max Drawdown | 462.16 |
| Max Drawdown, % | 23.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2786 |
| Recovery Factor (Total PnL / Max DD) | 2.6091 |
| Sharpe ratio (monthly) | 1.5075 |
| Sortino ratio (monthly) | 2.7604 |
| CAGR, % | 38.76 |
| Calmar ratio (CAGR / Max DD%) | 1.6332 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1254.58 | Fee: 46.01 | Vol: 129358.96
Realized PnL by Symbol
Details
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