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
2010.62
Total PnL
1010.62 (101.06%)
Total Trades (Win/Los)
87 (63/24)
Win Rate
72.41%
Max Drawdown
398.64 (23.22%)
Total Fees
41.01
Position avg (max), %
15.13 (135.95)
Profit Factor
2.15
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% | -17.30% | -6.31% | 4.07% | 11.80% | 3.91% | -0.68% | 0.70% | -0.98% | -2.53% |
| 2025 | 11.27% | 3.56% | 4.29% | 8.92% | 3.80% | -2.59% | 10.76% | 11.69% | 3.71% | -5.39% | -0.55% | -8.50% | 46.19% |
| 2026 | 12.01% | 4.27% | 3.92% | 8.23% | 7.42% | 0.00% | — | — | — | — | — | — | 41.10% |
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 | 2010.62 |
| Min balance | 768.25 |
| Max balance | 2012.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.36 |
| Average monthly return (arithmetic), % | 2.67 |
| Best month, % | 19.53 |
| Worst month, % | -17.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1010.62 |
| Total PnL, % | 101.06 |
| Gross profit | 1966.86 |
| Gross loss | 913.78 |
| Trading volume (USDT) | 115231.40 |
| Total transactions (buy/sell) | 88 |
| Total fees | 41.01 |
| Funding net | -1.45 |
| Funding accrued (received) | 10.61 |
| Funding paid | 12.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 63 |
| Los Trades | 24 |
| Win Rate, % | 72.41 |
| Expectancy per trade | 12.1044 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 15.13 |
| Position max, % of margin balance | 135.95 |
| Max Drawdown | 398.64 |
| Max Drawdown, % | 23.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1525 |
| Recovery Factor (Total PnL / Max DD) | 2.5352 |
| Sharpe ratio (monthly) | 1.1695 |
| Sortino ratio (monthly) | 1.9075 |
| CAGR, % | 33.54 |
| Calmar ratio (CAGR / Max DD%) | 1.4444 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1053.08 | Fee: 41.01 | Vol: 115231.40
Realized PnL by Symbol
Details
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