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
2444.05
Total PnL
1444.05 (144.40%)
Total Trades (Win/Los)
81 (59/22)
Win Rate
72.84%
Max Drawdown
580.71 (24.63%)
Total Fees
51.70
Position avg (max), %
12.78 (126.98)
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 | -3.42% | 19.82% | 0.66% | 3.56% | 3.48% | 4.62% | 4.05% | 12.12% | 3.85% | -8.89% | 0.95% | -5.82% | 37.05% |
| 2025 | 11.07% | 3.78% | 3.88% | 7.18% | 3.85% | -2.61% | 8.66% | 13.72% | 3.36% | -5.51% | -0.54% | -11.54% | 37.82% |
| 2026 | 11.66% | 4.12% | 3.88% | 5.35% | 1.70% | 0.00% | — | — | — | — | — | — | 29.39% |
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 | 2444.05 |
| Min balance | 927.36 |
| Max balance | 2446.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.02 |
| Average monthly return (arithmetic), % | 3.23 |
| Best month, % | 19.82 |
| Worst month, % | -11.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1444.05 |
| Total PnL, % | 144.40 |
| Gross profit | 2519.94 |
| Gross loss | 1021.12 |
| Trading volume (USDT) | 145335.95 |
| Total transactions (buy/sell) | 82 |
| Total fees | 51.70 |
| Funding net | -3.08 |
| Funding accrued (received) | 11.91 |
| Funding paid | 14.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 59 |
| Los Trades | 22 |
| Win Rate, % | 72.84 |
| Expectancy per trade | 18.5040 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.78 |
| Position max, % of margin balance | 126.98 |
| Max Drawdown | 580.71 |
| Max Drawdown, % | 24.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4678 |
| Recovery Factor (Total PnL / Max DD) | 2.4867 |
| Sharpe ratio (monthly) | 1.7062 |
| Sortino ratio (monthly) | 3.5700 |
| CAGR, % | 44.78 |
| Calmar ratio (CAGR / Max DD%) | 1.8183 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1498.83 | Fee: 51.70 | Vol: 145335.95
Realized PnL by Symbol
Details
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