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
1716.02
Total PnL
716.02 (71.60%)
Total Trades (Win/Los)
131 (82/49)
Win Rate
62.60%
Max Drawdown
238.27 (14.44%)
Total Fees
22.47
Position avg (max), %
26.89 (111.22)
Profit Factor
1.98
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% | 2.71% | 7.30% | 3.74% | 5.73% | 2.74% | 2.67% | 4.32% | -0.09% | 2.24% | 48.32% |
| 2025 | -0.91% | 4.18% | 0.58% | 2.00% | 3.52% | -9.09% | 5.61% | -2.57% | -2.05% | 3.46% | 4.60% | -9.90% | -2.07% |
| 2026 | 4.51% | 1.26% | 5.58% | -2.46% | 8.40% | 0.00% | — | — | — | — | — | — | 18.15% |
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 | 1716.02 |
| Min balance | 946.92 |
| Max balance | 1717.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.82 |
| Average monthly return (arithmetic), % | 1.90 |
| Best month, % | 8.40 |
| Worst month, % | -9.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 716.02 |
| Total PnL, % | 71.60 |
| Gross profit | 1503.79 |
| Gross loss | 760.04 |
| Trading volume (USDT) | 63081.68 |
| Total transactions (buy/sell) | 135 |
| Total fees | 22.47 |
| Funding net | -5.26 |
| Funding accrued (received) | 20.50 |
| Funding paid | 25.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 131 |
| Win Trades | 82 |
| Los Trades | 49 |
| Win Rate, % | 62.60 |
| Expectancy per trade | 5.6775 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.89 |
| Position max, % of margin balance | 111.22 |
| Max Drawdown | 238.27 |
| Max Drawdown, % | 14.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9786 |
| Recovery Factor (Total PnL / Max DD) | 3.0051 |
| Sharpe ratio (monthly) | 1.6284 |
| Sortino ratio (monthly) | 2.5591 |
| CAGR, % | 25.06 |
| Calmar ratio (CAGR / Max DD%) | 1.7355 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 366.59 | Fee: 7.47 | Vol: 21003.99
Realized PnL by Symbol
Details
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