hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3d | exchange: Bybit
Pairs
3
Initial Balance
1000.00
Final Balance
1438.16
Total PnL
438.16 (43.82%)
Total Trades (Win/Los)
126 (86/40)
Win Rate
68.25%
Max Drawdown
220.22 (21.80%)
Total Fees
17.00
Position avg (max), %
27.59 (117.17)
Profit Factor
1.71
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 | -16.88% | 1.03% | 1.90% | 3.71% | 7.28% | 3.79% | 0.56% | -0.96% | -0.05% | 0.75% | 4.48% | -0.48% | 3.05% |
| 2025 | -1.12% | 5.78% | 0.82% | 0.87% | 5.65% | 3.24% | 4.73% | 1.32% | -6.51% | 4.76% | 4.71% | -2.47% | 23.12% |
| 2026 | 9.80% | 1.37% | -0.67% | -5.28% | 8.24% | 0.00% | — | — | — | — | — | — | 13.36% |
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 | 3 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1438.16 |
| Min balance | 789.74 |
| Max balance | 1457.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.22 |
| Average monthly return (arithmetic), % | 1.35 |
| Best month, % | 9.80 |
| Worst month, % | -16.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 438.16 |
| Total PnL, % | 43.82 |
| Gross profit | 1098.56 |
| Gross loss | 642.89 |
| Trading volume (USDT) | 47675.28 |
| Total transactions (buy/sell) | 129 |
| Total fees | 17.00 |
| Funding net | -0.51 |
| Funding accrued (received) | 18.20 |
| Funding paid | 18.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 126 |
| Win Trades | 86 |
| Los Trades | 40 |
| Win Rate, % | 68.25 |
| Expectancy per trade | 3.6164 |
| Max consecutive wins | 13 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.59 |
| Position max, % of margin balance | 117.17 |
| Max Drawdown | 220.22 |
| Max Drawdown, % | 21.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7088 |
| Recovery Factor (Total PnL / Max DD) | 1.9896 |
| Sharpe ratio (monthly) | 0.9459 |
| Sortino ratio (monthly) | 1.3381 |
| CAGR, % | 16.24 |
| Calmar ratio (CAGR / Max DD%) | 0.7447 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 162.92 | Fee: 5.80 | Vol: 16303.11
Realized PnL by Symbol
Details
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