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
1964.98
Total PnL
964.98 (96.50%)
Total Trades (Win/Los)
87 (65/22)
Win Rate
74.71%
Max Drawdown
386.97 (23.11%)
Total Fees
43.35
Position avg (max), %
17.56 (148.81)
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 | -16.07% | 19.53% | 0.76% | 3.93% | 2.89% | -6.11% | 4.02% | 12.00% | 3.90% | -2.38% | -10.66% | -1.13% | 5.93% |
| 2025 | 11.03% | 3.80% | 3.95% | 6.47% | 3.19% | -2.61% | 10.54% | 3.66% | 3.76% | -5.39% | -0.53% | -8.39% | 31.37% |
| 2026 | 12.02% | 4.21% | 3.91% | 8.22% | 7.55% | 0.00% | — | — | — | — | — | — | 41.19% |
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 | 1964.98 |
| Min balance | 806.18 |
| Max balance | 1966.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.28 |
| Average monthly return (arithmetic), % | 2.54 |
| Best month, % | 19.53 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 964.98 |
| Total PnL, % | 96.50 |
| Gross profit | 2027.18 |
| Gross loss | 1019.51 |
| Trading volume (USDT) | 121768.16 |
| Total transactions (buy/sell) | 88 |
| Total fees | 43.35 |
| Funding net | 0.66 |
| Funding accrued (received) | 13.63 |
| Funding paid | 12.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 65 |
| Los Trades | 22 |
| Win Rate, % | 74.71 |
| Expectancy per trade | 11.5823 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.56 |
| Position max, % of margin balance | 148.81 |
| Max Drawdown | 386.97 |
| Max Drawdown, % | 23.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9884 |
| Recovery Factor (Total PnL / Max DD) | 2.4937 |
| Sharpe ratio (monthly) | 1.2199 |
| Sortino ratio (monthly) | 2.1043 |
| CAGR, % | 32.28 |
| Calmar ratio (CAGR / Max DD%) | 1.3967 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1007.66 | Fee: 43.35 | Vol: 121768.16
Realized PnL by Symbol
Details
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