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
2392.44
Total PnL
1392.44 (139.24%)
Total Trades (Win/Los)
84 (61/23)
Win Rate
72.62%
Max Drawdown
517.03 (24.21%)
Total Fees
49.00
Position avg (max), %
13.43 (122.36)
Profit Factor
2.55
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% | 3.93% | 3.20% | -9.78% | 4.08% | 12.12% | 3.87% | -4.70% | 0.52% | -5.52% | 23.68% |
| 2025 | 11.20% | 3.84% | 3.87% | 7.63% | 3.89% | -2.64% | 10.72% | 11.52% | 3.24% | -5.50% | -0.47% | -11.19% | 39.02% |
| 2026 | 11.76% | 4.15% | 3.87% | 7.19% | 7.37% | 0.00% | — | — | — | — | — | — | 39.14% |
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 | 2392.44 |
| Min balance | 927.36 |
| Max balance | 2394.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.95 |
| Average monthly return (arithmetic), % | 3.17 |
| Best month, % | 19.82 |
| Worst month, % | -11.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1392.44 |
| Total PnL, % | 139.24 |
| Gross profit | 2375.31 |
| Gross loss | 930.71 |
| Trading volume (USDT) | 137747.66 |
| Total transactions (buy/sell) | 85 |
| Total fees | 49.00 |
| Funding net | -3.16 |
| Funding accrued (received) | 10.83 |
| Funding paid | 14.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 61 |
| Los Trades | 23 |
| Win Rate, % | 72.62 |
| Expectancy per trade | 17.1976 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.43 |
| Position max, % of margin balance | 122.36 |
| Max Drawdown | 517.03 |
| Max Drawdown, % | 24.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5522 |
| Recovery Factor (Total PnL / Max DD) | 2.6931 |
| Sharpe ratio (monthly) | 1.6209 |
| Sortino ratio (monthly) | 3.3542 |
| CAGR, % | 43.51 |
| Calmar ratio (CAGR / Max DD%) | 1.7975 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1444.60 | Fee: 49.00 | Vol: 137747.66
Realized PnL by Symbol
Details
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