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
2477.85
Total PnL
1477.85 (147.79%)
Total Trades (Win/Los)
87 (63/24)
Win Rate
72.41%
Max Drawdown
526.83 (24.89%)
Total Fees
52.45
Position avg (max), %
14.59 (131.27)
Profit Factor
2.57
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% | 1.97% | -7.80% | 3.97% | 12.17% | 3.91% | -4.70% | 0.52% | -5.33% | 25.09% |
| 2025 | 10.96% | 3.99% | 3.87% | 7.62% | 3.89% | -2.63% | 10.52% | 11.47% | 3.67% | -11.24% | 4.93% | -9.33% | 40.70% |
| 2026 | 11.86% | 4.16% | 3.88% | 8.23% | 7.47% | 0.00% | — | — | — | — | — | — | 40.79% |
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 | 2477.85 |
| Min balance | 927.36 |
| Max balance | 2480.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.07 |
| Average monthly return (arithmetic), % | 3.30 |
| Best month, % | 19.82 |
| Worst month, % | -11.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1477.85 |
| Total PnL, % | 147.79 |
| Gross profit | 2502.78 |
| Gross loss | 975.37 |
| Trading volume (USDT) | 147413.05 |
| Total transactions (buy/sell) | 88 |
| Total fees | 52.45 |
| Funding net | 2.90 |
| Funding accrued (received) | 15.06 |
| Funding paid | 12.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 63 |
| Los Trades | 24 |
| Win Rate, % | 72.41 |
| Expectancy per trade | 17.5564 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.59 |
| Position max, % of margin balance | 131.27 |
| Max Drawdown | 526.83 |
| Max Drawdown, % | 24.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5660 |
| Recovery Factor (Total PnL / Max DD) | 2.8052 |
| Sharpe ratio (monthly) | 1.6678 |
| Sortino ratio (monthly) | 3.3788 |
| CAGR, % | 45.61 |
| Calmar ratio (CAGR / Max DD%) | 1.8328 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1527.41 | Fee: 52.45 | Vol: 147413.05
Realized PnL by Symbol
Details
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