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
1952.61
Total PnL
952.61 (95.26%)
Total Trades (Win/Los)
150 (96/54)
Win Rate
64.00%
Max Drawdown
255.44 (14.35%)
Total Fees
26.22
Position avg (max), %
24.44 (109.25)
Profit Factor
2.14
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 | 1.06% | 7.53% | 1.88% | -6.45% | 8.94% | 3.38% | 2.67% | 2.84% | 2.10% | 4.10% | 2.08% | -2.92% | 29.74% |
| 2025 | 4.11% | 5.50% | 0.62% | -2.84% | 4.11% | 4.11% | 6.38% | 1.49% | 2.11% | -1.49% | 5.18% | -5.79% | 25.22% |
| 2026 | 1.30% | 1.16% | 5.21% | 3.45% | 7.76% | 0.00% | — | — | — | — | — | — | 20.19% |
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 | 1952.61 |
| Min balance | 962.56 |
| Max balance | 1954.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.26 |
| Average monthly return (arithmetic), % | 2.32 |
| Best month, % | 8.94 |
| Worst month, % | -6.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 952.61 |
| Total PnL, % | 95.26 |
| Gross profit | 1834.80 |
| Gross loss | 856.04 |
| Trading volume (USDT) | 73574.66 |
| Total transactions (buy/sell) | 154 |
| Total fees | 26.22 |
| Funding net | 0.08 |
| Funding accrued (received) | 20.87 |
| Funding paid | 20.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 150 |
| Win Trades | 96 |
| Los Trades | 54 |
| Win Rate, % | 64.00 |
| Expectancy per trade | 6.5250 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.44 |
| Position max, % of margin balance | 109.25 |
| Max Drawdown | 255.44 |
| Max Drawdown, % | 14.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1433 |
| Recovery Factor (Total PnL / Max DD) | 3.7293 |
| Sharpe ratio (monthly) | 2.2454 |
| Sortino ratio (monthly) | 4.5377 |
| CAGR, % | 31.93 |
| Calmar ratio (CAGR / Max DD%) | 2.2247 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 534.54 | Fee: 8.08 | Vol: 22715.57
Realized PnL by Symbol
Details
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