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
1629.92
Total PnL
629.92 (62.99%)
Total Trades (Win/Los)
137 (88/49)
Win Rate
64.23%
Max Drawdown
276.29 (16.63%)
Total Fees
22.48
Position avg (max), %
24.75 (106.86)
Profit Factor
1.90
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 | -4.03% | 2.91% | 2.07% | 6.72% | 5.43% | 3.40% | -0.32% | -0.82% | 3.27% | -3.48% | 1.57% | -1.04% | 16.17% |
| 2025 | 5.82% | 5.93% | 0.68% | 1.28% | 3.33% | -4.74% | 6.19% | 1.88% | 1.80% | 6.69% | 4.10% | 2.25% | 40.72% |
| 2026 | -7.47% | 1.26% | 2.51% | 0.76% | 3.04% | 0.01% | — | — | — | — | — | — | -0.27% |
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 | 1629.92 |
| Min balance | 922.65 |
| Max balance | 1661.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.64 |
| Average monthly return (arithmetic), % | 1.70 |
| Best month, % | 6.72 |
| Worst month, % | -7.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 629.92 |
| Total PnL, % | 62.99 |
| Gross profit | 1367.22 |
| Gross loss | 719.84 |
| Trading volume (USDT) | 63031.27 |
| Total transactions (buy/sell) | 141 |
| Total fees | 22.48 |
| Funding net | 5.02 |
| Funding accrued (received) | 22.04 |
| Funding paid | 17.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 137 |
| Win Trades | 88 |
| Los Trades | 49 |
| Win Rate, % | 64.23 |
| Expectancy per trade | 4.7254 |
| Max consecutive wins | 9 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.75 |
| Position max, % of margin balance | 106.86 |
| Max Drawdown | 276.29 |
| Max Drawdown, % | 16.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8993 |
| Recovery Factor (Total PnL / Max DD) | 2.2799 |
| Sharpe ratio (monthly) | 1.7357 |
| Sortino ratio (monthly) | 3.0987 |
| CAGR, % | 22.42 |
| Calmar ratio (CAGR / Max DD%) | 1.3483 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 223.21 | Fee: 6.76 | Vol: 18994.57
Realized PnL by Symbol
Details
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