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
2764.27
Total PnL
1764.27 (176.43%)
Total Trades (Win/Los)
85 (62/23)
Win Rate
72.94%
Max Drawdown
568.54 (23.34%)
Total Fees
57.12
Position avg (max), %
12.76 (123.27)
Profit Factor
2.90
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% | 3.20% | 4.61% | 3.96% | 12.12% | 3.81% | -4.59% | 0.90% | -5.61% | 43.71% |
| 2025 | 11.14% | 3.79% | 3.86% | 8.05% | 3.83% | -2.62% | 10.76% | 11.40% | 3.33% | -11.28% | 4.92% | -11.11% | 38.10% |
| 2026 | 11.78% | 4.13% | 3.92% | 7.24% | 7.37% | 0.00% | — | — | — | — | — | — | 39.28% |
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 | 2764.27 |
| Min balance | 927.36 |
| Max balance | 2766.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.45 |
| Average monthly return (arithmetic), % | 3.66 |
| Best month, % | 19.82 |
| Worst month, % | -11.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1764.27 |
| Total PnL, % | 176.43 |
| Gross profit | 2785.45 |
| Gross loss | 961.88 |
| Trading volume (USDT) | 160583.42 |
| Total transactions (buy/sell) | 86 |
| Total fees | 57.12 |
| Funding net | -2.19 |
| Funding accrued (received) | 12.31 |
| Funding paid | 14.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 62 |
| Los Trades | 23 |
| Win Rate, % | 72.94 |
| Expectancy per trade | 21.4538 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.76 |
| Position max, % of margin balance | 123.27 |
| Max Drawdown | 568.54 |
| Max Drawdown, % | 23.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8958 |
| Recovery Factor (Total PnL / Max DD) | 3.1031 |
| Sharpe ratio (monthly) | 1.9071 |
| Sortino ratio (monthly) | 3.8761 |
| CAGR, % | 52.36 |
| Calmar ratio (CAGR / Max DD%) | 2.2435 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1823.57 | Fee: 57.12 | Vol: 160583.42
Realized PnL by Symbol
Details
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