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
2027.10
Total PnL
1027.10 (102.71%)
Total Trades (Win/Los)
80 (60/20)
Win Rate
75.00%
Max Drawdown
457.24 (23.69%)
Total Fees
45.47
Position avg (max), %
11.98 (134.78)
Profit Factor
1.99
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% | 3.72% | 3.48% | 4.61% | 3.96% | 12.11% | 3.88% | -8.88% | -12.44% | -5.70% | 19.12% |
| 2025 | 10.93% | 4.32% | 3.85% | 7.63% | 3.91% | 3.79% | 2.49% | 5.77% | 3.28% | -5.44% | -0.33% | -10.83% | 31.26% |
| 2026 | 11.88% | 4.14% | 3.88% | 5.37% | 1.65% | 0.00% | — | — | — | — | — | — | 29.64% |
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 | 2027.10 |
| Min balance | 927.36 |
| Max balance | 2030.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.38 |
| Average monthly return (arithmetic), % | 2.60 |
| Best month, % | 19.82 |
| Worst month, % | -12.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1027.10 |
| Total PnL, % | 102.71 |
| Gross profit | 2157.80 |
| Gross loss | 1083.29 |
| Trading volume (USDT) | 127792.14 |
| Total transactions (buy/sell) | 81 |
| Total fees | 45.47 |
| Funding net | -1.95 |
| Funding accrued (received) | 9.93 |
| Funding paid | 11.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 60 |
| Los Trades | 20 |
| Win Rate, % | 75.00 |
| Expectancy per trade | 13.4315 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.98 |
| Position max, % of margin balance | 134.78 |
| Max Drawdown | 457.24 |
| Max Drawdown, % | 23.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9919 |
| Recovery Factor (Total PnL / Max DD) | 2.2463 |
| Sharpe ratio (monthly) | 1.3515 |
| Sortino ratio (monthly) | 2.3961 |
| CAGR, % | 33.99 |
| Calmar ratio (CAGR / Max DD%) | 1.4349 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1074.52 | Fee: 45.47 | Vol: 127792.14
Realized PnL by Symbol
Details
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