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
1448.09
Total PnL
448.09 (44.81%)
Total Trades (Win/Los)
114 (75/39)
Win Rate
65.79%
Max Drawdown
220.99 (21.88%)
Total Fees
15.18
Position avg (max), %
30.00 (113.96)
Profit Factor
1.85
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 | -16.95% | 0.79% | 2.44% | -1.59% | 3.70% | 1.11% | 8.12% | 1.14% | -2.33% | 5.33% | 4.46% | -1.04% | 2.88% |
| 2025 | -0.40% | 5.92% | 0.81% | 1.51% | 4.09% | 3.32% | 3.87% | 1.33% | -5.12% | 6.72% | 4.60% | -2.72% | 25.90% |
| 2026 | 9.25% | 1.35% | -0.71% | -1.45% | 3.19% | 0.00% | — | — | — | — | — | — | 11.80% |
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 | 1448.09 |
| Min balance | 788.97 |
| Max balance | 1479.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.24 |
| Average monthly return (arithmetic), % | 1.36 |
| Best month, % | 9.25 |
| Worst month, % | -16.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 448.09 |
| Total PnL, % | 44.81 |
| Gross profit | 1003.64 |
| Gross loss | 541.95 |
| Trading volume (USDT) | 42600.70 |
| Total transactions (buy/sell) | 117 |
| Total fees | 15.18 |
| Funding net | 1.58 |
| Funding accrued (received) | 20.71 |
| Funding paid | 19.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 114 |
| Win Trades | 75 |
| Los Trades | 39 |
| Win Rate, % | 65.79 |
| Expectancy per trade | 4.0499 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.00 |
| Position max, % of margin balance | 113.96 |
| Max Drawdown | 220.99 |
| Max Drawdown, % | 21.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8519 |
| Recovery Factor (Total PnL / Max DD) | 2.0276 |
| Sharpe ratio (monthly) | 1.0020 |
| Sortino ratio (monthly) | 1.4118 |
| CAGR, % | 16.57 |
| Calmar ratio (CAGR / Max DD%) | 0.7573 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 167.50 | Fee: 5.36 | Vol: 15076.90
Realized PnL by Symbol
Details
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