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
2800.03
Total PnL
1800.03 (180.00%)
Total Trades (Win/Los)
82 (61/21)
Win Rate
74.39%
Max Drawdown
603.46 (24.18%)
Total Fees
54.36
Position avg (max), %
12.22 (123.05)
Profit Factor
3.12
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% | 4.41% | 3.50% | 4.64% | 4.06% | 12.11% | 3.85% | -4.52% | 0.90% | -5.44% | 45.38% |
| 2025 | 11.18% | 3.79% | 3.91% | 7.65% | 3.83% | -2.61% | 10.02% | 11.56% | 3.32% | -5.47% | -0.54% | -11.12% | 38.30% |
| 2026 | 11.82% | 4.13% | 3.88% | 7.21% | 7.40% | 0.00% | — | — | — | — | — | — | 39.27% |
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 | 2800.03 |
| Min balance | 927.36 |
| Max balance | 2802.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.49 |
| Average monthly return (arithmetic), % | 3.68 |
| Best month, % | 19.82 |
| Worst month, % | -11.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1800.03 |
| Total PnL, % | 180.00 |
| Gross profit | 2737.40 |
| Gross loss | 878.03 |
| Trading volume (USDT) | 152882.29 |
| Total transactions (buy/sell) | 83 |
| Total fees | 54.36 |
| Funding net | -4.99 |
| Funding accrued (received) | 10.66 |
| Funding paid | 15.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 61 |
| Los Trades | 21 |
| Win Rate, % | 74.39 |
| Expectancy per trade | 22.6754 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.22 |
| Position max, % of margin balance | 123.05 |
| Max Drawdown | 603.46 |
| Max Drawdown, % | 24.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.1177 |
| Recovery Factor (Total PnL / Max DD) | 2.9829 |
| Sharpe ratio (monthly) | 2.0246 |
| Sortino ratio (monthly) | 4.6858 |
| CAGR, % | 53.17 |
| Calmar ratio (CAGR / Max DD%) | 2.1993 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1859.38 | Fee: 54.36 | Vol: 152882.29
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}