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
2361.62
Total PnL
1361.62 (136.16%)
Total Trades (Win/Los)
85 (63/22)
Win Rate
74.12%
Max Drawdown
466.77 (23.15%)
Total Fees
46.26
Position avg (max), %
16.22 (165.35)
Profit Factor
2.61
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% | 19.34% | 0.76% | 3.94% | 2.90% | -6.49% | 3.89% | 12.16% | 3.72% | -4.60% | 0.59% | -1.77% | 15.00% |
| 2025 | 10.89% | 3.90% | 3.97% | 8.82% | 3.90% | -2.60% | 10.76% | 11.59% | 3.67% | -5.43% | -0.37% | -8.36% | 45.96% |
| 2026 | 11.78% | 4.16% | 3.88% | 8.24% | 7.47% | 0.00% | — | — | — | — | — | — | 40.69% |
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 | 2361.62 |
| Min balance | 806.18 |
| Max balance | 2363.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.91 |
| Average monthly return (arithmetic), % | 3.16 |
| Best month, % | 19.34 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1361.62 |
| Total PnL, % | 136.16 |
| Gross profit | 2279.74 |
| Gross loss | 874.25 |
| Trading volume (USDT) | 130028.72 |
| Total transactions (buy/sell) | 86 |
| Total fees | 46.26 |
| Funding net | 2.39 |
| Funding accrued (received) | 14.97 |
| Funding paid | 12.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 63 |
| Los Trades | 22 |
| Win Rate, % | 74.12 |
| Expectancy per trade | 16.5352 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 16.22 |
| Position max, % of margin balance | 165.35 |
| Max Drawdown | 466.77 |
| Max Drawdown, % | 23.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.6076 |
| Recovery Factor (Total PnL / Max DD) | 2.9171 |
| Sharpe ratio (monthly) | 1.5412 |
| Sortino ratio (monthly) | 2.8845 |
| CAGR, % | 42.74 |
| Calmar ratio (CAGR / Max DD%) | 1.8466 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1405.49 | Fee: 46.26 | Vol: 130028.72
Realized PnL by Symbol
Details
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