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
1295.57
Total PnL
295.57 (29.56%)
Total Trades (Win/Los)
138 (86/52)
Win Rate
62.32%
Max Drawdown
190.63 (14.82%)
Total Fees
19.68
Position avg (max), %
32.70 (118.13)
Profit Factor
1.37
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 | -11.42% | -0.39% | 2.32% | 2.39% | 5.30% | 3.79% | 2.52% | -2.57% | 5.14% | 4.01% | 1.15% | 0.10% | 11.73% |
| 2025 | -0.32% | 4.29% | 2.05% | 2.24% | 4.06% | -7.54% | 4.99% | -1.93% | -3.32% | 4.96% | 4.80% | -9.09% | 3.88% |
| 2026 | 4.22% | -0.98% | 8.27% | -2.87% | 2.88% | 0.01% | — | — | — | — | — | — | 11.67% |
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 | 1295.57 |
| Min balance | 833.21 |
| Max balance | 1314.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.87 |
| Average monthly return (arithmetic), % | 0.97 |
| Best month, % | 8.27 |
| Worst month, % | -11.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 295.57 |
| Total PnL, % | 29.56 |
| Gross profit | 1193.90 |
| Gross loss | 874.61 |
| Trading volume (USDT) | 55194.44 |
| Total transactions (buy/sell) | 142 |
| Total fees | 19.68 |
| Funding net | -4.03 |
| Funding accrued (received) | 19.68 |
| Funding paid | 23.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 138 |
| Win Trades | 86 |
| Los Trades | 52 |
| Win Rate, % | 62.32 |
| Expectancy per trade | 2.3137 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.70 |
| Position max, % of margin balance | 118.13 |
| Max Drawdown | 190.63 |
| Max Drawdown, % | 14.82 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3651 |
| Recovery Factor (Total PnL / Max DD) | 1.5505 |
| Sharpe ratio (monthly) | 0.7584 |
| Sortino ratio (monthly) | 1.0601 |
| CAGR, % | 11.32 |
| Calmar ratio (CAGR / Max DD%) | 0.7637 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 186.35 | Fee: 6.45 | Vol: 18119.33
Realized PnL by Symbol
Details
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