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
2231.08
Total PnL
1231.08 (123.11%)
Total Trades (Win/Los)
77 (59/18)
Win Rate
76.62%
Max Drawdown
511.65 (24.01%)
Total Fees
46.58
Position avg (max), %
11.40 (132.40)
Profit Factor
2.31
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% | 4.13% | 3.58% | 4.65% | 3.98% | 12.14% | 3.82% | 0.20% | -12.17% | -5.57% | 32.28% |
| 2025 | 10.99% | 4.25% | 3.86% | 7.16% | 3.86% | 3.81% | 2.28% | 5.78% | 3.40% | -5.46% | -0.46% | -10.99% | 30.10% |
| 2026 | 11.78% | 4.17% | 3.88% | 5.38% | 1.72% | 0.00% | — | — | — | — | — | — | 29.65% |
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 | 2231.08 |
| Min balance | 927.36 |
| Max balance | 2233.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.71 |
| Average monthly return (arithmetic), % | 2.91 |
| Best month, % | 19.82 |
| Worst month, % | -12.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1231.08 |
| Total PnL, % | 123.11 |
| Gross profit | 2260.66 |
| Gross loss | 980.47 |
| Trading volume (USDT) | 130924.62 |
| Total transactions (buy/sell) | 78 |
| Total fees | 46.58 |
| Funding net | -2.53 |
| Funding accrued (received) | 10.00 |
| Funding paid | 12.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 59 |
| Los Trades | 18 |
| Win Rate, % | 76.62 |
| Expectancy per trade | 16.6258 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.40 |
| Position max, % of margin balance | 132.40 |
| Max Drawdown | 511.65 |
| Max Drawdown, % | 24.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3057 |
| Recovery Factor (Total PnL / Max DD) | 2.4061 |
| Sharpe ratio (monthly) | 1.5938 |
| Sortino ratio (monthly) | 2.9855 |
| CAGR, % | 39.42 |
| Calmar ratio (CAGR / Max DD%) | 1.6420 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1280.19 | Fee: 46.58 | Vol: 130924.62
Realized PnL by Symbol
Details
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