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
2454.04
Total PnL
1454.04 (145.40%)
Total Trades (Win/Los)
77 (57/20)
Win Rate
74.03%
Max Drawdown
566.02 (24.07%)
Total Fees
51.45
Position avg (max), %
12.24 (122.93)
Profit Factor
2.60
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% | 0.86% | -5.77% | 50.50% |
| 2025 | 11.15% | 3.73% | 3.88% | 7.24% | 3.88% | -2.64% | 8.57% | 5.54% | 3.36% | -11.30% | 4.94% | -11.97% | 26.04% |
| 2026 | 11.79% | 4.13% | 3.89% | 5.38% | 1.51% | 0.00% | — | — | — | — | — | — | 29.37% |
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 | 2454.04 |
| Min balance | 927.36 |
| Max balance | 2461.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.04 |
| Average monthly return (arithmetic), % | 3.23 |
| Best month, % | 19.82 |
| Worst month, % | -11.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1454.04 |
| Total PnL, % | 145.40 |
| Gross profit | 2450.43 |
| Gross loss | 942.94 |
| Trading volume (USDT) | 144600.84 |
| Total transactions (buy/sell) | 78 |
| Total fees | 51.45 |
| Funding net | -2.00 |
| Funding accrued (received) | 12.20 |
| Funding paid | 14.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 57 |
| Los Trades | 20 |
| Win Rate, % | 74.03 |
| Expectancy per trade | 19.5778 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.24 |
| Position max, % of margin balance | 122.93 |
| Max Drawdown | 566.02 |
| Max Drawdown, % | 24.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5987 |
| Recovery Factor (Total PnL / Max DD) | 2.5689 |
| Sharpe ratio (monthly) | 1.7781 |
| Sortino ratio (monthly) | 3.4130 |
| CAGR, % | 45.03 |
| Calmar ratio (CAGR / Max DD%) | 1.8708 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1507.49 | Fee: 51.45 | Vol: 144600.84
Realized PnL by Symbol
Details
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