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
1506.72
Total PnL
506.72 (50.67%)
Total Trades (Win/Los)
124 (82/42)
Win Rate
66.13%
Max Drawdown
249.07 (15.87%)
Total Fees
19.70
Position avg (max), %
27.75 (114.26)
Profit Factor
1.64
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 | -0.94% | -0.61% | 2.08% | -0.23% | 7.48% | 3.62% | -1.31% | -0.54% | 2.10% | 3.90% | 1.77% | -1.03% | 17.11% |
| 2025 | 6.08% | 6.22% | 0.67% | 0.70% | 3.56% | -1.38% | 5.82% | 1.65% | 2.07% | -0.78% | 2.27% | -9.07% | 18.19% |
| 2026 | 3.98% | 1.33% | 1.44% | -3.35% | 5.39% | 0.00% | — | — | — | — | — | — | 8.86% |
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 | 1506.72 |
| Min balance | 904.88 |
| Max balance | 1569.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.38 |
| Average monthly return (arithmetic), % | 1.43 |
| Best month, % | 7.48 |
| Worst month, % | -9.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 506.72 |
| Total PnL, % | 50.67 |
| Gross profit | 1344.08 |
| Gross loss | 817.19 |
| Trading volume (USDT) | 55266.57 |
| Total transactions (buy/sell) | 128 |
| Total fees | 19.70 |
| Funding net | -0.47 |
| Funding accrued (received) | 20.93 |
| Funding paid | 21.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 124 |
| Win Trades | 82 |
| Los Trades | 42 |
| Win Rate, % | 66.13 |
| Expectancy per trade | 4.2491 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.75 |
| Position max, % of margin balance | 114.26 |
| Max Drawdown | 249.07 |
| Max Drawdown, % | 15.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6448 |
| Recovery Factor (Total PnL / Max DD) | 2.0345 |
| Sharpe ratio (monthly) | 1.5180 |
| Sortino ratio (monthly) | 2.7063 |
| CAGR, % | 18.50 |
| Calmar ratio (CAGR / Max DD%) | 1.1660 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 196.31 | Fee: 6.44 | Vol: 18067.34
Realized PnL by Symbol
Details
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