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
1787.73
Total PnL
787.73 (78.77%)
Total Trades (Win/Los)
149 (94/55)
Win Rate
63.09%
Max Drawdown
263.51 (15.84%)
Total Fees
25.11
Position avg (max), %
24.82 (114.07)
Profit Factor
1.89
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 | 0.52% | 7.44% | 1.89% | -7.27% | 8.95% | 3.68% | 2.29% | 2.81% | 2.14% | 4.08% | 1.56% | -3.08% | 26.82% |
| 2025 | -0.89% | 5.46% | 0.66% | 1.25% | 4.10% | 0.93% | 5.81% | 1.59% | 2.16% | -1.79% | 5.40% | -6.61% | 18.82% |
| 2026 | 0.32% | 1.27% | 5.56% | 3.14% | 7.27% | 0.00% | — | — | — | — | — | — | 18.64% |
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 | 1787.73 |
| Min balance | 957.31 |
| Max balance | 1789.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.96 |
| Average monthly return (arithmetic), % | 2.02 |
| Best month, % | 8.95 |
| Worst month, % | -7.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 787.73 |
| Total PnL, % | 78.77 |
| Gross profit | 1725.06 |
| Gross loss | 912.42 |
| Trading volume (USDT) | 70461.56 |
| Total transactions (buy/sell) | 153 |
| Total fees | 25.11 |
| Funding net | 0.21 |
| Funding accrued (received) | 20.17 |
| Funding paid | 19.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 149 |
| Win Trades | 94 |
| Los Trades | 55 |
| Win Rate, % | 63.09 |
| Expectancy per trade | 5.4540 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.82 |
| Position max, % of margin balance | 114.07 |
| Max Drawdown | 263.51 |
| Max Drawdown, % | 15.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8906 |
| Recovery Factor (Total PnL / Max DD) | 2.9893 |
| Sharpe ratio (monthly) | 1.9361 |
| Sortino ratio (monthly) | 3.6533 |
| CAGR, % | 27.20 |
| Calmar ratio (CAGR / Max DD%) | 1.7173 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 484.03 | Fee: 7.65 | Vol: 21499.04
Realized PnL by Symbol
Details
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