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
2502.29
Total PnL
1502.29 (150.23%)
Total Trades (Win/Los)
81 (59/22)
Win Rate
72.84%
Max Drawdown
589.49 (24.46%)
Total Fees
52.61
Position avg (max), %
12.74 (123.13)
Profit Factor
2.53
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% | 3.56% | 3.48% | 4.62% | 4.05% | 12.12% | 3.85% | -7.66% | 0.93% | -5.62% | 39.17% |
| 2025 | 11.26% | 3.82% | 3.85% | 7.74% | 3.90% | -2.62% | 8.89% | 13.42% | 3.35% | -5.48% | -0.48% | -11.53% | 38.88% |
| 2026 | 11.72% | 4.13% | 3.88% | 5.37% | 1.67% | 0.00% | — | — | — | — | — | — | 29.47% |
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 | 2502.29 |
| Min balance | 927.36 |
| Max balance | 2506.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.10 |
| Average monthly return (arithmetic), % | 3.31 |
| Best month, % | 19.82 |
| Worst month, % | -11.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1502.29 |
| Total PnL, % | 150.23 |
| Gross profit | 2572.86 |
| Gross loss | 1014.96 |
| Trading volume (USDT) | 147880.70 |
| Total transactions (buy/sell) | 82 |
| Total fees | 52.61 |
| Funding net | -3.01 |
| Funding accrued (received) | 12.22 |
| Funding paid | 15.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 59 |
| Los Trades | 22 |
| Win Rate, % | 72.84 |
| Expectancy per trade | 19.2333 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.74 |
| Position max, % of margin balance | 123.13 |
| Max Drawdown | 589.49 |
| Max Drawdown, % | 24.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5349 |
| Recovery Factor (Total PnL / Max DD) | 2.5485 |
| Sharpe ratio (monthly) | 1.7653 |
| Sortino ratio (monthly) | 3.8053 |
| CAGR, % | 46.20 |
| Calmar ratio (CAGR / Max DD%) | 1.8886 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1557.90 | Fee: 52.61 | Vol: 147880.70
Realized PnL by Symbol
Details
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