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
2478.61
Total PnL
1478.61 (147.86%)
Total Trades (Win/Los)
84 (60/24)
Win Rate
71.43%
Max Drawdown
564.55 (23.89%)
Total Fees
55.59
Position avg (max), %
13.70 (125.42)
Profit Factor
2.40
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% | 3.92% | 3.20% | 4.61% | 3.96% | 12.12% | 3.81% | -7.57% | 0.93% | -5.62% | 39.24% |
| 2025 | 11.31% | 3.81% | 3.91% | 7.72% | 3.86% | -2.61% | 9.05% | 13.31% | 3.34% | -11.47% | 4.92% | -11.44% | 37.41% |
| 2026 | 11.77% | 4.12% | 3.89% | 5.35% | 1.71% | 0.00% | — | — | — | — | — | — | 29.54% |
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 | 2478.61 |
| Min balance | 927.36 |
| Max balance | 2481.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.07 |
| Average monthly return (arithmetic), % | 3.30 |
| Best month, % | 19.82 |
| Worst month, % | -11.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1478.61 |
| Total PnL, % | 147.86 |
| Gross profit | 2632.59 |
| Gross loss | 1098.42 |
| Trading volume (USDT) | 156231.67 |
| Total transactions (buy/sell) | 85 |
| Total fees | 55.59 |
| Funding net | 0.02 |
| Funding accrued (received) | 14.22 |
| Funding paid | 14.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 60 |
| Los Trades | 24 |
| Win Rate, % | 71.43 |
| Expectancy per trade | 18.2640 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.70 |
| Position max, % of margin balance | 125.42 |
| Max Drawdown | 564.55 |
| Max Drawdown, % | 23.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3967 |
| Recovery Factor (Total PnL / Max DD) | 2.6191 |
| Sharpe ratio (monthly) | 1.6787 |
| Sortino ratio (monthly) | 3.2542 |
| CAGR, % | 45.63 |
| Calmar ratio (CAGR / Max DD%) | 1.9095 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1534.18 | Fee: 55.59 | Vol: 156231.67
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}