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
1030.29
Total PnL
30.29 (3.03%)
Total Trades (Win/Los)
137 (91/46)
Win Rate
66.42%
Max Drawdown
259.58 (25.70%)
Total Fees
15.11
Position avg (max), %
32.18 (108.60)
Profit Factor
1.06
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% | 2.44% | -0.53% | 3.45% | 5.15% | -11.95% | -3.89% | 4.15% | -0.83% | 1.28% | -1.22% | -18.61% |
| 2025 | 0.73% | 0.92% | 1.07% | 0.98% | 6.35% | 1.65% | 4.76% | -7.23% | -4.36% | 4.95% | 4.99% | -5.50% | 8.55% |
| 2026 | 12.88% | -0.62% | 1.24% | -4.81% | 7.87% | 0.00% | — | — | — | — | — | — | 16.61% |
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 | 1030.29 |
| Min balance | 750.38 |
| Max balance | 1044.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.10 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 12.88 |
| Worst month, % | -16.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 30.29 |
| Total PnL, % | 3.03 |
| Gross profit | 883.56 |
| Gross loss | 837.19 |
| Trading volume (USDT) | 42350.60 |
| Total transactions (buy/sell) | 140 |
| Total fees | 15.11 |
| Funding net | -0.96 |
| Funding accrued (received) | 16.35 |
| Funding paid | 17.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 137 |
| Win Trades | 91 |
| Los Trades | 46 |
| Win Rate, % | 66.42 |
| Expectancy per trade | 0.3384 |
| Max consecutive wins | 13 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.18 |
| Position max, % of margin balance | 108.60 |
| Max Drawdown | 259.58 |
| Max Drawdown, % | 25.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0554 |
| Recovery Factor (Total PnL / Max DD) | 0.1167 |
| Sharpe ratio (monthly) | 0.1630 |
| Sortino ratio (monthly) | 0.2137 |
| CAGR, % | 1.24 |
| Calmar ratio (CAGR / Max DD%) | 0.0484 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -61.59 | Fee: 5.15 | Vol: 14449.99
Realized PnL by Symbol
Details
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