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
2419.39
Total PnL
1419.39 (141.94%)
Total Trades (Win/Los)
84 (60/24)
Win Rate
71.43%
Max Drawdown
545.06 (23.65%)
Total Fees
54.60
Position avg (max), %
13.09 (125.89)
Profit Factor
2.34
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% | 3.56% | 3.48% | 4.62% | 3.96% | 12.13% | 3.81% | -8.79% | 0.95% | -5.82% | 37.05% |
| 2025 | 11.07% | 3.78% | 3.88% | 7.18% | 3.85% | -2.61% | 8.84% | 13.35% | 3.36% | -11.29% | 4.95% | -11.53% | 36.35% |
| 2026 | 11.74% | 4.12% | 3.92% | 5.36% | 1.64% | 0.00% | — | — | — | — | — | — | 29.47% |
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 | 2419.39 |
| Min balance | 927.36 |
| Max balance | 2424.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.99 |
| Average monthly return (arithmetic), % | 3.22 |
| Best month, % | 19.82 |
| Worst month, % | -11.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1419.39 |
| Total PnL, % | 141.94 |
| Gross profit | 2572.74 |
| Gross loss | 1097.85 |
| Trading volume (USDT) | 153443.72 |
| Total transactions (buy/sell) | 85 |
| Total fees | 54.60 |
| Funding net | -0.91 |
| Funding accrued (received) | 13.08 |
| Funding paid | 13.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 60 |
| Los Trades | 24 |
| Win Rate, % | 71.43 |
| Expectancy per trade | 17.5583 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.09 |
| Position max, % of margin balance | 125.89 |
| Max Drawdown | 545.06 |
| Max Drawdown, % | 23.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3434 |
| Recovery Factor (Total PnL / Max DD) | 2.6041 |
| Sharpe ratio (monthly) | 1.6274 |
| Sortino ratio (monthly) | 3.0929 |
| CAGR, % | 44.18 |
| Calmar ratio (CAGR / Max DD%) | 1.8677 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1474.90 | Fee: 54.60 | Vol: 153443.72
Realized PnL by Symbol
Details
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