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
1898.55
Total PnL
898.55 (89.86%)
Total Trades (Win/Los)
76 (58/18)
Win Rate
76.32%
Max Drawdown
552.09 (33.95%)
Total Fees
41.86
Position avg (max), %
11.69 (132.40)
Profit Factor
1.90
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% | -20.01% | 12.04% |
| 2025 | 10.87% | 4.32% | 4.28% | 7.61% | 3.75% | 3.80% | 2.13% | 6.13% | 3.27% | -5.40% | -0.48% | -11.10% | 30.95% |
| 2026 | 11.91% | 4.17% | 3.87% | 5.36% | 1.43% | 0.00% | — | — | — | — | — | — | 29.40% |
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 | 1898.55 |
| Min balance | 927.36 |
| Max balance | 1905.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.16 |
| Average monthly return (arithmetic), % | 2.44 |
| Best month, % | 19.82 |
| Worst month, % | -20.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 898.55 |
| Total PnL, % | 89.86 |
| Gross profit | 1985.29 |
| Gross loss | 1042.91 |
| Trading volume (USDT) | 117622.19 |
| Total transactions (buy/sell) | 77 |
| Total fees | 41.86 |
| Funding net | -1.97 |
| Funding accrued (received) | 9.22 |
| Funding paid | 11.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 76 |
| Win Trades | 58 |
| Los Trades | 18 |
| Win Rate, % | 76.32 |
| Expectancy per trade | 12.3998 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 11.69 |
| Position max, % of margin balance | 132.40 |
| Max Drawdown | 552.09 |
| Max Drawdown, % | 33.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9036 |
| Recovery Factor (Total PnL / Max DD) | 1.6275 |
| Sharpe ratio (monthly) | 1.1392 |
| Sortino ratio (monthly) | 1.7362 |
| CAGR, % | 30.41 |
| Calmar ratio (CAGR / Max DD%) | 0.8957 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 942.39 | Fee: 41.86 | Vol: 117622.19
Realized PnL by Symbol
Details
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