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
2281.45
Total PnL
1281.45 (128.14%)
Total Trades (Win/Los)
83 (61/22)
Win Rate
73.49%
Max Drawdown
480.73 (24.67%)
Total Fees
47.80
Position avg (max), %
13.35 (128.85)
Profit Factor
2.42
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% | 0.52% | -5.51% | 24.00% |
| 2025 | 10.85% | 3.84% | 3.87% | 7.63% | 3.89% | -2.64% | 10.53% | 3.72% | 3.68% | -11.08% | 4.86% | -9.36% | 30.77% |
| 2026 | 11.79% | 4.15% | 3.89% | 8.21% | 7.49% | 0.00% | — | — | — | — | — | — | 40.70% |
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 | 2281.45 |
| Min balance | 927.36 |
| Max balance | 2283.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.79 |
| Average monthly return (arithmetic), % | 3.01 |
| Best month, % | 19.82 |
| Worst month, % | -11.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1281.45 |
| Total PnL, % | 128.14 |
| Gross profit | 2262.61 |
| Gross loss | 933.41 |
| Trading volume (USDT) | 134324.72 |
| Total transactions (buy/sell) | 84 |
| Total fees | 47.80 |
| Funding net | 0.05 |
| Funding accrued (received) | 11.74 |
| Funding paid | 11.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 61 |
| Los Trades | 22 |
| Win Rate, % | 73.49 |
| Expectancy per trade | 16.0144 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.35 |
| Position max, % of margin balance | 128.85 |
| Max Drawdown | 480.73 |
| Max Drawdown, % | 24.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4240 |
| Recovery Factor (Total PnL / Max DD) | 2.6656 |
| Sharpe ratio (monthly) | 1.5446 |
| Sortino ratio (monthly) | 2.9750 |
| CAGR, % | 40.71 |
| Calmar ratio (CAGR / Max DD%) | 1.6503 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1329.20 | Fee: 47.80 | Vol: 134324.72
Realized PnL by Symbol
Details
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}