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
2286.13
Total PnL
1286.13 (128.61%)
Total Trades (Win/Los)
85 (63/22)
Win Rate
74.12%
Max Drawdown
508.12 (25.49%)
Total Fees
45.68
Position avg (max), %
14.25 (128.29)
Profit Factor
2.47
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% | 19.77% | 0.76% | 3.92% | 2.62% | -7.52% | 3.87% | 12.11% | 3.90% | -4.59% | 0.59% | -0.56% | 15.37% |
| 2025 | 10.65% | 3.91% | 3.96% | 7.60% | 3.76% | -2.60% | 10.77% | 11.58% | 3.67% | -5.44% | -0.41% | -9.43% | 42.08% |
| 2026 | 11.86% | 4.14% | 3.92% | 7.23% | 7.44% | 0.00% | — | — | — | — | — | — | 39.47% |
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 | 2286.13 |
| Min balance | 806.18 |
| Max balance | 2288.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.79 |
| Average monthly return (arithmetic), % | 3.05 |
| Best month, % | 19.77 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1286.13 |
| Total PnL, % | 128.61 |
| Gross profit | 2238.10 |
| Gross loss | 907.12 |
| Trading volume (USDT) | 128392.43 |
| Total transactions (buy/sell) | 86 |
| Total fees | 45.68 |
| Funding net | 0.82 |
| Funding accrued (received) | 12.72 |
| Funding paid | 11.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 63 |
| Los Trades | 22 |
| Win Rate, % | 74.12 |
| Expectancy per trade | 15.6586 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.25 |
| Position max, % of margin balance | 128.29 |
| Max Drawdown | 508.12 |
| Max Drawdown, % | 25.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4673 |
| Recovery Factor (Total PnL / Max DD) | 2.5311 |
| Sharpe ratio (monthly) | 1.4767 |
| Sortino ratio (monthly) | 2.6929 |
| CAGR, % | 40.83 |
| Calmar ratio (CAGR / Max DD%) | 1.6019 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1330.98 | Fee: 45.68 | Vol: 128392.43
Realized PnL by Symbol
Details
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