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
2123.65
Total PnL
1123.65 (112.37%)
Total Trades (Win/Los)
80 (60/20)
Win Rate
75.00%
Max Drawdown
487.99 (24.01%)
Total Fees
47.80
Position avg (max), %
13.46 (133.50)
Profit Factor
2.10
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% | 0.20% | -12.29% | -5.67% | 31.02% |
| 2025 | 11.05% | 3.74% | 3.88% | 5.38% | 2.66% | -2.60% | 8.71% | 5.65% | 3.26% | -5.44% | -0.47% | -11.04% | 25.21% |
| 2026 | 11.85% | 4.16% | 3.88% | 5.37% | 1.52% | 0.00% | — | — | — | — | — | — | 29.46% |
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 | 2123.65 |
| Min balance | 927.36 |
| Max balance | 2129.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.54 |
| Average monthly return (arithmetic), % | 2.75 |
| Best month, % | 19.82 |
| Worst month, % | -12.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1123.65 |
| Total PnL, % | 112.37 |
| Gross profit | 2243.20 |
| Gross loss | 1069.44 |
| Trading volume (USDT) | 134327.74 |
| Total transactions (buy/sell) | 81 |
| Total fees | 47.80 |
| Funding net | -2.30 |
| Funding accrued (received) | 11.69 |
| Funding paid | 13.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 60 |
| Los Trades | 20 |
| Win Rate, % | 75.00 |
| Expectancy per trade | 14.6720 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.46 |
| Position max, % of margin balance | 133.50 |
| Max Drawdown | 487.99 |
| Max Drawdown, % | 24.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0975 |
| Recovery Factor (Total PnL / Max DD) | 2.3026 |
| Sharpe ratio (monthly) | 1.4723 |
| Sortino ratio (monthly) | 2.7727 |
| CAGR, % | 36.60 |
| Calmar ratio (CAGR / Max DD%) | 1.5245 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1173.76 | Fee: 47.80 | Vol: 134327.74
Realized PnL by Symbol
Details
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