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
1515.01
Total PnL
515.01 (51.50%)
Total Trades (Win/Los)
128 (83/45)
Win Rate
64.84%
Max Drawdown
249.07 (15.86%)
Total Fees
19.93
Position avg (max), %
28.89 (114.19)
Profit Factor
1.68
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 | -1.72% | 0.04% | 2.08% | 2.56% | 5.76% | 3.36% | -1.26% | -0.54% | 2.37% | -0.23% | 2.43% | -1.05% | 14.39% |
| 2025 | 6.04% | 6.18% | 0.68% | 0.74% | 3.34% | -0.70% | 5.62% | 1.95% | 1.84% | -1.14% | 4.69% | -8.96% | 21.07% |
| 2026 | 3.97% | 1.33% | 1.58% | -2.14% | 4.45% | 0.00% | — | — | — | — | — | — | 9.39% |
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 | 1515.01 |
| Min balance | 903.52 |
| Max balance | 1570.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.39 |
| Average monthly return (arithmetic), % | 1.44 |
| Best month, % | 6.18 |
| Worst month, % | -8.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 515.01 |
| Total PnL, % | 51.50 |
| Gross profit | 1314.47 |
| Gross loss | 780.19 |
| Trading volume (USDT) | 55904.26 |
| Total transactions (buy/sell) | 132 |
| Total fees | 19.93 |
| Funding net | 0.67 |
| Funding accrued (received) | 22.31 |
| Funding paid | 21.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 128 |
| Win Trades | 83 |
| Los Trades | 45 |
| Win Rate, % | 64.84 |
| Expectancy per trade | 4.1740 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.89 |
| Position max, % of margin balance | 114.19 |
| Max Drawdown | 249.07 |
| Max Drawdown, % | 15.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6848 |
| Recovery Factor (Total PnL / Max DD) | 2.0677 |
| Sharpe ratio (monthly) | 1.6224 |
| Sortino ratio (monthly) | 2.8425 |
| CAGR, % | 18.77 |
| Calmar ratio (CAGR / Max DD%) | 1.1837 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 146.36 | Fee: 6.40 | Vol: 17968.52
Realized PnL by Symbol
Details
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