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
1956.78
Total PnL
956.78 (95.68%)
Total Trades (Win/Los)
93 (65/28)
Win Rate
69.89%
Max Drawdown
342.44 (21.02%)
Total Fees
43.13
Position avg (max), %
16.20 (133.40)
Profit Factor
2.01
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 | -21.07% | 20.14% | 0.80% | 3.94% | -15.73% | -6.05% | 4.07% | 11.98% | 3.92% | -0.69% | 0.72% | -0.96% | -5.62% |
| 2025 | 10.87% | 4.24% | 4.27% | 8.88% | 3.81% | -2.60% | 10.55% | 11.69% | 3.73% | -11.29% | 5.03% | -7.06% | 47.12% |
| 2026 | 12.09% | 4.09% | 3.92% | 8.20% | 7.41% | 0.00% | — | — | — | — | — | — | 40.93% |
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 | 1956.78 |
| Min balance | 731.07 |
| Max balance | 1958.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.26 |
| Average monthly return (arithmetic), % | 2.63 |
| Best month, % | 20.14 |
| Worst month, % | -21.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 956.78 |
| Total PnL, % | 95.68 |
| Gross profit | 1991.05 |
| Gross loss | 991.09 |
| Trading volume (USDT) | 121133.49 |
| Total transactions (buy/sell) | 94 |
| Total fees | 43.13 |
| Funding net | -0.05 |
| Funding accrued (received) | 11.38 |
| Funding paid | 11.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 93 |
| Win Trades | 65 |
| Los Trades | 28 |
| Win Rate, % | 69.89 |
| Expectancy per trade | 10.7523 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.20 |
| Position max, % of margin balance | 133.40 |
| Max Drawdown | 342.44 |
| Max Drawdown, % | 21.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0089 |
| Recovery Factor (Total PnL / Max DD) | 2.7940 |
| Sharpe ratio (monthly) | 1.0792 |
| Sortino ratio (monthly) | 1.6514 |
| CAGR, % | 32.05 |
| Calmar ratio (CAGR / Max DD%) | 1.5244 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 999.96 | Fee: 43.13 | Vol: 121133.49
Realized PnL by Symbol
Details
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},
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"p2p_bybit": null,
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}