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
1271.40
Total PnL
271.40 (27.14%)
Total Trades (Win/Los)
114 (74/40)
Win Rate
64.91%
Max Drawdown
292.75 (28.99%)
Total Fees
15.68
Position avg (max), %
28.36 (125.08)
Profit Factor
1.39
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% | -4.01% | 9.70% | 4.49% | 4.00% | 1.17% | 3.15% | -0.96% | 4.29% | -0.46% | 7.44% |
| 2025 | 0.53% | 6.33% | 0.77% | 1.76% | 4.08% | -0.90% | 3.80% | 1.31% | -2.58% | 5.17% | 5.32% | 0.31% | 28.69% |
| 2026 | -8.85% | 1.52% | -0.82% | -3.32% | 3.64% | 0.00% | — | — | — | — | — | — | -8.05% |
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 | 1271.40 |
| Min balance | 717.21 |
| Max balance | 1410.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 9.70 |
| Worst month, % | -15.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 271.40 |
| Total PnL, % | 27.14 |
| Gross profit | 1008.69 |
| Gross loss | 726.52 |
| Trading volume (USDT) | 43969.90 |
| Total transactions (buy/sell) | 117 |
| Total fees | 15.68 |
| Funding net | 4.91 |
| Funding accrued (received) | 21.17 |
| Funding paid | 16.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 114 |
| Win Trades | 74 |
| Los Trades | 40 |
| Win Rate, % | 64.91 |
| Expectancy per trade | 2.4752 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.36 |
| Position max, % of margin balance | 125.08 |
| Max Drawdown | 292.75 |
| Max Drawdown, % | 28.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3884 |
| Recovery Factor (Total PnL / Max DD) | 0.9271 |
| Sharpe ratio (monthly) | 0.6869 |
| Sortino ratio (monthly) | 0.9283 |
| CAGR, % | 10.45 |
| Calmar ratio (CAGR / Max DD%) | 0.3607 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 88.53 | Fee: 5.33 | Vol: 14970.20
Realized PnL by Symbol
Details
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