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
1296.50
Total PnL
296.50 (29.65%)
Total Trades (Win/Los)
119 (77/42)
Win Rate
64.71%
Max Drawdown
210.70 (15.80%)
Total Fees
17.34
Position avg (max), %
28.14 (110.57)
Profit Factor
1.39
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% | 3.81% | -1.52% | 1.58% | 2.12% | 3.90% | 1.01% | -0.49% | 14.18% |
| 2025 | -0.44% | 2.54% | 0.76% | 2.35% | 4.09% | -7.60% | 4.94% | 1.36% | 1.97% | 0.69% | 2.67% | -8.96% | 3.37% |
| 2026 | 3.55% | 1.56% | 1.18% | 0.06% | 3.17% | 0.00% | — | — | — | — | — | — | 9.85% |
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 | 1296.50 |
| Min balance | 947.12 |
| Max balance | 1333.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.87 |
| Average monthly return (arithmetic), % | 0.92 |
| Best month, % | 4.94 |
| Worst month, % | -8.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 296.50 |
| Total PnL, % | 29.65 |
| Gross profit | 1118.29 |
| Gross loss | 804.66 |
| Trading volume (USDT) | 48635.62 |
| Total transactions (buy/sell) | 123 |
| Total fees | 17.34 |
| Funding net | 0.21 |
| Funding accrued (received) | 19.58 |
| Funding paid | 19.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 119 |
| Win Trades | 77 |
| Los Trades | 42 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 2.6356 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.14 |
| Position max, % of margin balance | 110.57 |
| Max Drawdown | 210.70 |
| Max Drawdown, % | 15.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3898 |
| Recovery Factor (Total PnL / Max DD) | 1.4072 |
| Sharpe ratio (monthly) | 1.0084 |
| Sortino ratio (monthly) | 1.3718 |
| CAGR, % | 11.35 |
| Calmar ratio (CAGR / Max DD%) | 0.7186 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 78.77 | Fee: 5.59 | Vol: 15697.10
Realized PnL by Symbol
Details
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