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
1536.47
Total PnL
536.47 (53.65%)
Total Trades (Win/Los)
134 (82/52)
Win Rate
61.19%
Max Drawdown
220.88 (14.05%)
Total Fees
22.78
Position avg (max), %
27.88 (114.05)
Profit Factor
1.60
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 | 2.19% | 4.82% | 1.91% | 2.49% | 7.24% | 3.75% | 2.77% | 3.76% | 2.28% | 4.20% | -0.12% | 1.64% | 43.63% |
| 2025 | -1.09% | 4.23% | -3.37% | -0.33% | 4.21% | -6.89% | 5.63% | -2.09% | -1.12% | 3.19% | 4.78% | -9.37% | -3.46% |
| 2026 | 3.97% | -1.21% | 8.38% | -2.71% | 2.33% | 0.01% | — | — | — | — | — | — | 10.85% |
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 | 1536.47 |
| Min balance | 946.92 |
| Max balance | 1572.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.44 |
| Average monthly return (arithmetic), % | 1.52 |
| Best month, % | 8.38 |
| Worst month, % | -9.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 536.47 |
| Total PnL, % | 53.65 |
| Gross profit | 1508.95 |
| Gross loss | 943.82 |
| Trading volume (USDT) | 63935.21 |
| Total transactions (buy/sell) | 138 |
| Total fees | 22.78 |
| Funding net | -5.88 |
| Funding accrued (received) | 20.00 |
| Funding paid | 25.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 134 |
| Win Trades | 82 |
| Los Trades | 52 |
| Win Rate, % | 61.19 |
| Expectancy per trade | 4.2174 |
| Max consecutive wins | 8 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.88 |
| Position max, % of margin balance | 114.05 |
| Max Drawdown | 220.88 |
| Max Drawdown, % | 14.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5988 |
| Recovery Factor (Total PnL / Max DD) | 2.4288 |
| Sharpe ratio (monthly) | 1.3770 |
| Sortino ratio (monthly) | 2.2587 |
| CAGR, % | 19.46 |
| Calmar ratio (CAGR / Max DD%) | 1.3855 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 261.35 | Fee: 7.73 | Vol: 21736.46
Realized PnL by Symbol
Details
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