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
1761.41
Total PnL
761.41 (76.14%)
Total Trades (Win/Los)
134 (90/44)
Win Rate
67.16%
Max Drawdown
214.10 (12.77%)
Total Fees
23.14
Position avg (max), %
23.77 (107.45)
Profit Factor
1.94
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 | 2.37% | 4.84% | 1.91% | -1.32% | 8.46% | 3.65% | 3.19% | 2.00% | 2.32% | 4.10% | 0.76% | 0.47% | 37.70% |
| 2025 | 5.61% | 3.49% | 0.59% | 2.33% | 4.18% | -6.74% | 5.68% | 1.27% | 2.39% | -4.21% | 2.14% | -6.74% | 9.28% |
| 2026 | 5.49% | 1.20% | 5.68% | 3.16% | 0.58% | 0.00% | — | — | — | — | — | — | 17.07% |
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 | 1761.41 |
| Min balance | 947.12 |
| Max balance | 1814.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.91 |
| Average monthly return (arithmetic), % | 1.96 |
| Best month, % | 8.46 |
| Worst month, % | -6.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 761.41 |
| Total PnL, % | 76.14 |
| Gross profit | 1623.97 |
| Gross loss | 836.82 |
| Trading volume (USDT) | 64946.86 |
| Total transactions (buy/sell) | 138 |
| Total fees | 23.14 |
| Funding net | -2.61 |
| Funding accrued (received) | 19.09 |
| Funding paid | 21.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 134 |
| Win Trades | 90 |
| Los Trades | 44 |
| Win Rate, % | 67.16 |
| Expectancy per trade | 5.8743 |
| Max consecutive wins | 12 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.77 |
| Position max, % of margin balance | 107.45 |
| Max Drawdown | 214.10 |
| Max Drawdown, % | 12.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9407 |
| Recovery Factor (Total PnL / Max DD) | 3.5563 |
| Sharpe ratio (monthly) | 2.0333 |
| Sortino ratio (monthly) | 3.5421 |
| CAGR, % | 26.42 |
| Calmar ratio (CAGR / Max DD%) | 2.0688 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 431.88 | Fee: 7.47 | Vol: 20988.34
Realized PnL by Symbol
Details
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