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
1220.50
Total PnL
220.50 (22.05%)
Total Trades (Win/Los)
107 (70/37)
Win Rate
65.42%
Max Drawdown
264.83 (19.46%)
Total Fees
14.47
Position avg (max), %
29.60 (113.07)
Profit Factor
1.34
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 | -15.44% | 0.93% | 2.40% | -2.26% | 4.64% | 1.00% | 8.45% | 1.11% | -2.39% | 5.40% | 4.36% | -1.46% | 4.73% |
| 2025 | 0.55% | 6.10% | 0.79% | 1.29% | 4.07% | -0.42% | 3.28% | 1.35% | -2.73% | 5.20% | 5.36% | 0.32% | 27.78% |
| 2026 | -9.42% | 1.58% | -0.91% | -3.46% | 3.64% | 0.00% | — | — | — | — | — | — | -8.79% |
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 | 1220.50 |
| Min balance | 803.15 |
| Max balance | 1361.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 0.78 |
| Best month, % | 8.45 |
| Worst month, % | -15.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 220.50 |
| Total PnL, % | 22.05 |
| Gross profit | 916.99 |
| Gross loss | 684.57 |
| Trading volume (USDT) | 40573.31 |
| Total transactions (buy/sell) | 110 |
| Total fees | 14.47 |
| Funding net | 2.54 |
| Funding accrued (received) | 20.31 |
| Funding paid | 17.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 70 |
| Los Trades | 37 |
| Win Rate, % | 65.42 |
| Expectancy per trade | 2.1721 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.60 |
| Position max, % of margin balance | 113.07 |
| Max Drawdown | 264.83 |
| Max Drawdown, % | 19.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3395 |
| Recovery Factor (Total PnL / Max DD) | 0.8326 |
| Sharpe ratio (monthly) | 0.5859 |
| Sortino ratio (monthly) | 0.7762 |
| CAGR, % | 8.60 |
| Calmar ratio (CAGR / Max DD%) | 0.4421 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 49.88 | Fee: 4.78 | Vol: 13426.64
Realized PnL by Symbol
Details
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