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
2224.13
Total PnL
1224.13 (122.41%)
Total Trades (Win/Los)
84 (62/22)
Win Rate
73.81%
Max Drawdown
420.14 (22.36%)
Total Fees
45.50
Position avg (max), %
16.30 (163.36)
Profit Factor
2.37
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% | -6.39% | 4.03% | 12.11% | 3.89% | -4.57% | 0.58% | 0.03% | 17.72% |
| 2025 | 10.83% | 3.87% | 3.96% | 8.75% | 3.89% | -2.62% | 10.94% | 3.73% | 3.68% | -11.24% | 4.89% | -8.49% | 33.85% |
| 2026 | 12.04% | 4.14% | 3.89% | 8.25% | 7.56% | 0.00% | — | — | — | — | — | — | 41.15% |
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 | 2224.13 |
| Min balance | 806.18 |
| Max balance | 2226.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.70 |
| Average monthly return (arithmetic), % | 2.96 |
| Best month, % | 19.53 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1224.13 |
| Total PnL, % | 122.41 |
| Gross profit | 2193.20 |
| Gross loss | 927.33 |
| Trading volume (USDT) | 127850.76 |
| Total transactions (buy/sell) | 85 |
| Total fees | 45.50 |
| Funding net | 3.77 |
| Funding accrued (received) | 15.31 |
| Funding paid | 11.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 62 |
| Los Trades | 22 |
| Win Rate, % | 73.81 |
| Expectancy per trade | 15.0699 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.30 |
| Position max, % of margin balance | 163.36 |
| Max Drawdown | 420.14 |
| Max Drawdown, % | 22.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3651 |
| Recovery Factor (Total PnL / Max DD) | 2.9136 |
| Sharpe ratio (monthly) | 1.4223 |
| Sortino ratio (monthly) | 2.4512 |
| CAGR, % | 39.24 |
| Calmar ratio (CAGR / Max DD%) | 1.7546 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1265.87 | Fee: 45.50 | Vol: 127850.76
Realized PnL by Symbol
Details
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