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
1682.21
Total PnL
682.21 (68.22%)
Total Trades (Win/Los)
143 (90/53)
Win Rate
62.94%
Max Drawdown
236.18 (14.72%)
Total Fees
24.96
Position avg (max), %
28.83 (117.91)
Profit Factor
1.75
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 | 5.33% | 0.35% | 1.93% | 3.32% | 5.91% | 3.66% | 3.12% | -3.25% | 5.12% | 4.02% | 0.75% | 1.69% | 36.60% |
| 2025 | -0.48% | 3.20% | 2.75% | 3.95% | 4.17% | -6.68% | 5.66% | -2.23% | -3.21% | 5.42% | 4.62% | -7.49% | 8.79% |
| 2026 | 4.05% | -1.31% | 8.70% | -1.52% | 3.00% | 0.01% | — | — | — | — | — | — | 13.25% |
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 | 1682.21 |
| Min balance | 981.75 |
| Max balance | 1706.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.75 |
| Average monthly return (arithmetic), % | 1.82 |
| Best month, % | 8.70 |
| Worst month, % | -7.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 682.21 |
| Total PnL, % | 68.22 |
| Gross profit | 1660.97 |
| Gross loss | 949.19 |
| Trading volume (USDT) | 70012.52 |
| Total transactions (buy/sell) | 147 |
| Total fees | 24.96 |
| Funding net | -4.61 |
| Funding accrued (received) | 22.00 |
| Funding paid | 26.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 143 |
| Win Trades | 90 |
| Los Trades | 53 |
| Win Rate, % | 62.94 |
| Expectancy per trade | 4.9775 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.83 |
| Position max, % of margin balance | 117.91 |
| Max Drawdown | 236.18 |
| Max Drawdown, % | 14.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7499 |
| Recovery Factor (Total PnL / Max DD) | 2.8886 |
| Sharpe ratio (monthly) | 1.6980 |
| Sortino ratio (monthly) | 3.0185 |
| CAGR, % | 24.03 |
| Calmar ratio (CAGR / Max DD%) | 1.6332 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 472.09 | Fee: 7.93 | Vol: 22302.97
Realized PnL by Symbol
Details
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