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
1503.24
Total PnL
503.24 (50.32%)
Total Trades (Win/Los)
114 (80/34)
Win Rate
70.18%
Max Drawdown
220.22 (21.80%)
Total Fees
15.40
Position avg (max), %
26.71 (113.47)
Profit Factor
2.03
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% | -1.38% | 3.68% | 4.91% | 3.99% | 1.14% | 2.99% | 0.74% | 4.41% | -1.48% | 3.58% |
| 2025 | 0.50% | 6.07% | 0.80% | 1.25% | 4.64% | 3.29% | 4.28% | 1.30% | -5.06% | 6.80% | 4.55% | -2.56% | 28.31% |
| 2026 | 9.29% | 1.32% | -0.60% | -5.18% | 8.38% | 0.00% | — | — | — | — | — | — | 13.11% |
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 | 1503.24 |
| Min balance | 789.74 |
| Max balance | 1519.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.37 |
| Average monthly return (arithmetic), % | 1.49 |
| Best month, % | 9.29 |
| Worst month, % | -16.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 503.24 |
| Total PnL, % | 50.32 |
| Gross profit | 1022.43 |
| Gross loss | 504.89 |
| Trading volume (USDT) | 43228.15 |
| Total transactions (buy/sell) | 117 |
| Total fees | 15.40 |
| Funding net | 1.10 |
| Funding accrued (received) | 18.86 |
| Funding paid | 17.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 114 |
| Win Trades | 80 |
| Los Trades | 34 |
| Win Rate, % | 70.18 |
| Expectancy per trade | 4.5398 |
| Max consecutive wins | 13 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.71 |
| Position max, % of margin balance | 113.47 |
| Max Drawdown | 220.22 |
| Max Drawdown, % | 21.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0251 |
| Recovery Factor (Total PnL / Max DD) | 2.2851 |
| Sharpe ratio (monthly) | 1.0757 |
| Sortino ratio (monthly) | 1.5136 |
| CAGR, % | 18.39 |
| Calmar ratio (CAGR / Max DD%) | 0.8433 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 175.17 | Fee: 5.43 | Vol: 15262.22
Realized PnL by Symbol
Details
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