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
1948.34
Total PnL
948.34 (94.83%)
Total Trades (Win/Los)
83 (61/22)
Win Rate
73.49%
Max Drawdown
442.58 (27.97%)
Total Fees
46.83
Position avg (max), %
14.03 (134.92)
Profit Factor
1.86
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% | 3.56% | 3.48% | 4.62% | 3.96% | 12.13% | 3.81% | -8.79% | -12.45% | -5.71% | 19.00% |
| 2025 | 10.95% | 3.69% | 3.96% | 5.35% | 3.17% | -2.62% | 8.87% | 5.63% | 3.28% | -5.41% | -0.50% | -10.75% | 26.30% |
| 2026 | 11.84% | 4.20% | 3.89% | 5.35% | 1.63% | 0.00% | — | — | — | — | — | — | 29.63% |
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 | 1948.34 |
| Min balance | 927.36 |
| Max balance | 1951.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.25 |
| Average monthly return (arithmetic), % | 2.47 |
| Best month, % | 19.82 |
| Worst month, % | -12.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 948.34 |
| Total PnL, % | 94.83 |
| Gross profit | 2159.83 |
| Gross loss | 1160.10 |
| Trading volume (USDT) | 131575.94 |
| Total transactions (buy/sell) | 84 |
| Total fees | 46.83 |
| Funding net | -4.56 |
| Funding accrued (received) | 10.04 |
| Funding paid | 14.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 61 |
| Los Trades | 22 |
| Win Rate, % | 73.49 |
| Expectancy per trade | 12.0449 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.03 |
| Position max, % of margin balance | 134.92 |
| Max Drawdown | 442.58 |
| Max Drawdown, % | 27.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8618 |
| Recovery Factor (Total PnL / Max DD) | 2.1427 |
| Sharpe ratio (monthly) | 1.2658 |
| Sortino ratio (monthly) | 2.2674 |
| CAGR, % | 31.81 |
| Calmar ratio (CAGR / Max DD%) | 1.1373 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 999.73 | Fee: 46.83 | Vol: 131575.94
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}