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
1145.08
Total PnL
145.08 (14.51%)
Total Trades (Win/Los)
118 (77/41)
Win Rate
65.25%
Max Drawdown
210.55 (17.29%)
Total Fees
16.00
Position avg (max), %
29.38 (114.08)
Profit Factor
1.19
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 | -1.93% | 0.04% | 2.08% | -5.19% | 5.59% | 3.52% | -1.37% | 0.18% | 1.93% | 4.01% | 1.17% | -1.11% | 8.78% |
| 2025 | -7.82% | 5.66% | 0.83% | 1.46% | 3.30% | -1.65% | 5.12% | 1.42% | 1.92% | -4.11% | 2.94% | -9.11% | -1.30% |
| 2026 | 3.41% | 1.72% | 1.06% | -3.06% | 3.49% | 0.00% | — | — | — | — | — | — | 6.65% |
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 | 1145.08 |
| Min balance | 901.44 |
| Max balance | 1217.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.45 |
| Average monthly return (arithmetic), % | 0.52 |
| Best month, % | 5.66 |
| Worst month, % | -9.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 145.08 |
| Total PnL, % | 14.51 |
| Gross profit | 1005.64 |
| Gross loss | 844.78 |
| Trading volume (USDT) | 44846.30 |
| Total transactions (buy/sell) | 122 |
| Total fees | 16.00 |
| Funding net | 0.21 |
| Funding accrued (received) | 18.77 |
| Funding paid | 18.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 118 |
| Win Trades | 77 |
| Los Trades | 41 |
| Win Rate, % | 65.25 |
| Expectancy per trade | 1.3632 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.38 |
| Position max, % of margin balance | 114.08 |
| Max Drawdown | 210.55 |
| Max Drawdown, % | 17.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1904 |
| Recovery Factor (Total PnL / Max DD) | 0.6890 |
| Sharpe ratio (monthly) | 0.5025 |
| Sortino ratio (monthly) | 0.6832 |
| CAGR, % | 5.77 |
| Calmar ratio (CAGR / Max DD%) | 0.3337 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -15.04 | Fee: 5.38 | Vol: 15109.95
Realized PnL by Symbol
Details
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