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
1028.37
Total PnL
28.37 (2.84%)
Total Trades (Win/Los)
115 (73/42)
Win Rate
63.48%
Max Drawdown
219.13 (19.36%)
Total Fees
15.43
Position avg (max), %
30.16 (107.83)
Profit Factor
1.05
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 | -2.06% | 0.04% | 2.09% | -7.14% | 8.07% | 3.47% | -1.37% | 0.18% | 1.93% | 4.01% | 1.17% | -1.11% | 8.84% |
| 2025 | -7.85% | 5.66% | 0.83% | 1.46% | 3.30% | -9.25% | 4.26% | 1.56% | 1.76% | -4.79% | 3.24% | -8.86% | -9.88% |
| 2026 | 2.89% | 1.89% | 0.81% | -3.38% | 2.70% | 0.01% | — | — | — | — | — | — | 4.89% |
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 | 1028.37 |
| Min balance | 900.11 |
| Max balance | 1131.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.18 |
| Best month, % | 8.07 |
| Worst month, % | -9.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 28.37 |
| Total PnL, % | 2.84 |
| Gross profit | 946.17 |
| Gross loss | 903.06 |
| Trading volume (USDT) | 43248.69 |
| Total transactions (buy/sell) | 119 |
| Total fees | 15.43 |
| Funding net | 0.68 |
| Funding accrued (received) | 18.59 |
| Funding paid | 17.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 115 |
| Win Trades | 73 |
| Los Trades | 42 |
| Win Rate, % | 63.48 |
| Expectancy per trade | 0.3749 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.16 |
| Position max, % of margin balance | 107.83 |
| Max Drawdown | 219.13 |
| Max Drawdown, % | 19.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0477 |
| Recovery Factor (Total PnL / Max DD) | 0.1295 |
| Sharpe ratio (monthly) | 0.1527 |
| Sortino ratio (monthly) | 0.1951 |
| CAGR, % | 1.17 |
| Calmar ratio (CAGR / Max DD%) | 0.0602 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -10.95 | Fee: 5.14 | Vol: 14428.04
Realized PnL by Symbol
Details
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