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
1014.82
Total PnL
14.82 (1.48%)
Total Trades (Win/Los)
125 (78/47)
Win Rate
62.40%
Max Drawdown
252.18 (21.76%)
Total Fees
15.91
Position avg (max), %
31.85 (104.88)
Profit Factor
1.04
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 | -15.32% | 0.93% | 2.39% | -0.04% | 2.91% | 5.59% | 3.82% | 2.10% | 2.82% | -0.68% | 0.58% | -0.71% | 2.75% |
| 2025 | 0.50% | 2.49% | 0.83% | -0.12% | 4.17% | -0.39% | 3.99% | -13.70% | -1.28% | 5.17% | 5.17% | -5.09% | 0.09% |
| 2026 | -2.99% | -0.62% | 1.24% | -6.88% | 8.59% | 0.00% | — | — | — | — | — | — | -1.32% |
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 | 1014.82 |
| Min balance | 804.36 |
| Max balance | 1158.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.05 |
| Average monthly return (arithmetic), % | 0.18 |
| Best month, % | 8.59 |
| Worst month, % | -15.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 14.82 |
| Total PnL, % | 1.48 |
| Gross profit | 910.25 |
| Gross loss | 877.53 |
| Trading volume (USDT) | 44594.79 |
| Total transactions (buy/sell) | 128 |
| Total fees | 15.91 |
| Funding net | -1.98 |
| Funding accrued (received) | 17.80 |
| Funding paid | 19.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 125 |
| Win Trades | 78 |
| Los Trades | 47 |
| Win Rate, % | 62.40 |
| Expectancy per trade | 0.2617 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.85 |
| Position max, % of margin balance | 104.88 |
| Max Drawdown | 252.18 |
| Max Drawdown, % | 21.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0373 |
| Recovery Factor (Total PnL / Max DD) | 0.0588 |
| Sharpe ratio (monthly) | 0.1256 |
| Sortino ratio (monthly) | 0.1526 |
| CAGR, % | 0.61 |
| Calmar ratio (CAGR / Max DD%) | 0.0281 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 38.31 | Fee: 5.32 | Vol: 14929.99
Realized PnL by Symbol
Details
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