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
1305.86
Total PnL
305.86 (30.59%)
Total Trades (Win/Los)
123 (79/44)
Win Rate
64.23%
Max Drawdown
190.38 (14.20%)
Total Fees
17.95
Position avg (max), %
27.99 (112.72)
Profit Factor
1.38
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 | 2.21% | 4.85% | 1.91% | -1.19% | -4.47% | 3.61% | -1.52% | 1.58% | 2.12% | 3.95% | 1.01% | -0.49% | 14.01% |
| 2025 | -0.55% | 3.27% | 0.75% | 2.34% | 4.08% | -7.57% | 4.87% | 1.35% | 2.15% | 0.68% | 2.66% | -7.51% | 5.75% |
| 2026 | 3.75% | 1.53% | -0.39% | -3.30% | 6.77% | 0.00% | — | — | — | — | — | — | 8.32% |
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 | 1305.86 |
| Min balance | 947.12 |
| Max balance | 1340.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.89 |
| Average monthly return (arithmetic), % | 0.95 |
| Best month, % | 6.77 |
| Worst month, % | -7.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 305.86 |
| Total PnL, % | 30.59 |
| Gross profit | 1166.39 |
| Gross loss | 843.72 |
| Trading volume (USDT) | 50343.67 |
| Total transactions (buy/sell) | 127 |
| Total fees | 17.95 |
| Funding net | 1.14 |
| Funding accrued (received) | 20.00 |
| Funding paid | 18.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 123 |
| Win Trades | 79 |
| Los Trades | 44 |
| Win Rate, % | 64.23 |
| Expectancy per trade | 2.6234 |
| Max consecutive wins | 12 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.99 |
| Position max, % of margin balance | 112.72 |
| Max Drawdown | 190.38 |
| Max Drawdown, % | 14.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3824 |
| Recovery Factor (Total PnL / Max DD) | 1.6066 |
| Sharpe ratio (monthly) | 0.9998 |
| Sortino ratio (monthly) | 1.4743 |
| CAGR, % | 11.68 |
| Calmar ratio (CAGR / Max DD%) | 0.8231 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 141.70 | Fee: 5.61 | Vol: 15757.71
Realized PnL by Symbol
Details
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