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
1951.99
Total PnL
951.99 (95.20%)
Total Trades (Win/Los)
90 (64/26)
Win Rate
71.11%
Max Drawdown
366.50 (22.27%)
Total Fees
42.57
Position avg (max), %
15.53 (133.87)
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 | -16.07% | 19.53% | 0.76% | 3.93% | -17.15% | -6.29% | 4.06% | 12.01% | 3.95% | -2.43% | 0.71% | -1.21% | -4.07% |
| 2025 | 10.87% | 3.57% | 4.00% | 8.92% | 3.79% | -2.62% | 10.82% | 11.76% | 3.74% | -11.30% | 4.88% | -8.26% | 44.14% |
| 2026 | 12.06% | 4.29% | 3.91% | 8.23% | 7.41% | 0.00% | — | — | — | — | — | — | 41.16% |
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 | 1951.99 |
| Min balance | 757.97 |
| Max balance | 1953.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.25 |
| Average monthly return (arithmetic), % | 2.60 |
| Best month, % | 19.53 |
| Worst month, % | -17.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 951.99 |
| Total PnL, % | 95.20 |
| Gross profit | 1974.22 |
| Gross loss | 979.97 |
| Trading volume (USDT) | 119566.92 |
| Total transactions (buy/sell) | 91 |
| Total fees | 42.57 |
| Funding net | 0.30 |
| Funding accrued (received) | 11.38 |
| Funding paid | 11.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 64 |
| Los Trades | 26 |
| Win Rate, % | 71.11 |
| Expectancy per trade | 11.0472 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.53 |
| Position max, % of margin balance | 133.87 |
| Max Drawdown | 366.50 |
| Max Drawdown, % | 22.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0146 |
| Recovery Factor (Total PnL / Max DD) | 2.5975 |
| Sharpe ratio (monthly) | 1.0984 |
| Sortino ratio (monthly) | 1.7387 |
| CAGR, % | 31.91 |
| Calmar ratio (CAGR / Max DD%) | 1.4332 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 994.25 | Fee: 42.57 | Vol: 119566.92
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}