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
1980.15
Total PnL
980.15 (98.02%)
Total Trades (Win/Los)
86 (64/22)
Win Rate
74.42%
Max Drawdown
435.80 (25.54%)
Total Fees
44.95
Position avg (max), %
14.70 (134.91)
Profit Factor
1.96
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 | -3.15% | 19.31% | 0.66% | 3.94% | 1.97% | -7.61% | 3.96% | 12.17% | 3.72% | -4.71% | -12.32% | -5.42% | 8.85% |
| 2025 | 10.61% | 3.90% | 3.94% | 5.68% | 3.14% | -2.59% | 10.75% | 3.70% | 3.74% | -5.43% | -0.55% | -9.28% | 28.92% |
| 2026 | 12.07% | 4.18% | 3.92% | 8.23% | 7.46% | 0.00% | — | — | — | — | — | — | 41.11% |
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 | 1980.15 |
| Min balance | 930.37 |
| Max balance | 1981.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.30 |
| Average monthly return (arithmetic), % | 2.53 |
| Best month, % | 19.31 |
| Worst month, % | -12.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 980.15 |
| Total PnL, % | 98.02 |
| Gross profit | 2098.68 |
| Gross loss | 1070.80 |
| Trading volume (USDT) | 126305.38 |
| Total transactions (buy/sell) | 87 |
| Total fees | 44.95 |
| Funding net | -2.78 |
| Funding accrued (received) | 10.30 |
| Funding paid | 13.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 64 |
| Los Trades | 22 |
| Win Rate, % | 74.42 |
| Expectancy per trade | 11.9521 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.70 |
| Position max, % of margin balance | 134.91 |
| Max Drawdown | 435.80 |
| Max Drawdown, % | 25.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9599 |
| Recovery Factor (Total PnL / Max DD) | 2.2491 |
| Sharpe ratio (monthly) | 1.2830 |
| Sortino ratio (monthly) | 2.4208 |
| CAGR, % | 32.70 |
| Calmar ratio (CAGR / Max DD%) | 1.2802 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1027.88 | Fee: 44.95 | Vol: 126305.38
Realized PnL by Symbol
Details
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}