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
1962.03
Total PnL
962.03 (96.20%)
Total Trades (Win/Los)
86 (63/23)
Win Rate
73.26%
Max Drawdown
432.71 (25.55%)
Total Fees
44.77
Position avg (max), %
14.43 (133.84)
Profit Factor
1.94
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% | 3.93% | 3.20% | -9.34% | 3.99% | 11.98% | 3.89% | -4.73% | -12.20% | -5.52% | 8.29% |
| 2025 | 10.59% | 3.92% | 3.96% | 5.66% | 3.20% | -2.61% | 10.54% | 3.67% | 3.71% | -5.40% | -0.54% | -9.37% | 28.58% |
| 2026 | 11.93% | 4.21% | 3.91% | 8.19% | 7.46% | 0.00% | — | — | — | — | — | — | 40.91% |
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 | 1962.03 |
| Min balance | 927.36 |
| Max balance | 1963.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.27 |
| Average monthly return (arithmetic), % | 2.51 |
| Best month, % | 19.82 |
| Worst month, % | -12.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 962.03 |
| Total PnL, % | 96.20 |
| Gross profit | 2081.98 |
| Gross loss | 1071.72 |
| Trading volume (USDT) | 125782.04 |
| Total transactions (buy/sell) | 87 |
| Total fees | 44.77 |
| Funding net | -3.46 |
| Funding accrued (received) | 9.64 |
| Funding paid | 13.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 63 |
| Los Trades | 23 |
| Win Rate, % | 73.26 |
| Expectancy per trade | 11.7471 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.43 |
| Position max, % of margin balance | 133.84 |
| Max Drawdown | 432.71 |
| Max Drawdown, % | 25.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9426 |
| Recovery Factor (Total PnL / Max DD) | 2.2233 |
| Sharpe ratio (monthly) | 1.2499 |
| Sortino ratio (monthly) | 2.3102 |
| CAGR, % | 32.19 |
| Calmar ratio (CAGR / Max DD%) | 1.2601 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1010.25 | Fee: 44.77 | Vol: 125782.04
Realized PnL by Symbol
Details
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