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
2251.89
Total PnL
1251.89 (125.19%)
Total Trades (Win/Los)
80 (58/22)
Win Rate
72.50%
Max Drawdown
509.34 (23.75%)
Total Fees
50.11
Position avg (max), %
12.85 (125.89)
Profit Factor
2.24
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% | 0.95% | -5.82% | 37.05% |
| 2025 | 11.07% | 3.72% | 3.88% | 7.19% | 3.85% | -2.61% | 8.85% | 5.51% | 3.37% | -11.29% | 4.96% | -11.67% | 26.68% |
| 2026 | 11.86% | 4.16% | 3.88% | 5.34% | 1.73% | 0.00% | — | — | — | — | — | — | 29.71% |
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 | 2251.89 |
| Min balance | 927.36 |
| Max balance | 2254.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.74 |
| Average monthly return (arithmetic), % | 2.96 |
| Best month, % | 19.82 |
| Worst month, % | -11.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1251.89 |
| Total PnL, % | 125.19 |
| Gross profit | 2350.76 |
| Gross loss | 1047.24 |
| Trading volume (USDT) | 140817.90 |
| Total transactions (buy/sell) | 81 |
| Total fees | 50.11 |
| Funding net | -1.52 |
| Funding accrued (received) | 12.03 |
| Funding paid | 13.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 58 |
| Los Trades | 22 |
| Win Rate, % | 72.50 |
| Expectancy per trade | 16.2940 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.85 |
| Position max, % of margin balance | 125.89 |
| Max Drawdown | 509.34 |
| Max Drawdown, % | 23.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2447 |
| Recovery Factor (Total PnL / Max DD) | 2.4579 |
| Sharpe ratio (monthly) | 1.5480 |
| Sortino ratio (monthly) | 2.8312 |
| CAGR, % | 39.96 |
| Calmar ratio (CAGR / Max DD%) | 1.6821 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1303.52 | Fee: 50.11 | Vol: 140817.90
Realized PnL by Symbol
Details
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