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
2507.06
Total PnL
1507.06 (150.71%)
Total Trades (Win/Los)
81 (59/22)
Win Rate
72.84%
Max Drawdown
592.02 (24.55%)
Total Fees
52.74
Position avg (max), %
13.29 (125.08)
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% | 3.92% | 3.20% | 4.61% | 4.05% | 12.11% | 3.84% | -7.08% | 0.93% | -5.50% | 40.30% |
| 2025 | 11.09% | 3.79% | 3.89% | 6.97% | 3.90% | -2.62% | 9.06% | 13.37% | 3.34% | -5.48% | -0.47% | -11.46% | 37.97% |
| 2026 | 11.78% | 4.12% | 3.89% | 5.36% | 1.66% | 0.00% | — | — | — | — | — | — | 29.51% |
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 | 2507.06 |
| Min balance | 927.36 |
| Max balance | 2511.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.11 |
| Average monthly return (arithmetic), % | 3.31 |
| Best month, % | 19.82 |
| Worst month, % | -11.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1507.06 |
| Total PnL, % | 150.71 |
| Gross profit | 2570.75 |
| Gross loss | 1008.74 |
| Trading volume (USDT) | 148267.24 |
| Total transactions (buy/sell) | 82 |
| Total fees | 52.74 |
| Funding net | -2.21 |
| Funding accrued (received) | 12.94 |
| Funding paid | 15.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 59 |
| Los Trades | 22 |
| Win Rate, % | 72.84 |
| Expectancy per trade | 19.2841 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 13.29 |
| Position max, % of margin balance | 125.08 |
| Max Drawdown | 592.02 |
| Max Drawdown, % | 24.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5485 |
| Recovery Factor (Total PnL / Max DD) | 2.5456 |
| Sharpe ratio (monthly) | 1.7834 |
| Sortino ratio (monthly) | 3.8923 |
| CAGR, % | 46.32 |
| Calmar ratio (CAGR / Max DD%) | 1.8865 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1562.01 | Fee: 52.74 | Vol: 148267.24
Realized PnL by Symbol
Details
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