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
1134.51
Total PnL
134.51 (13.45%)
Total Trades (Win/Los)
114 (72/42)
Win Rate
63.16%
Max Drawdown
206.96 (17.39%)
Total Fees
15.21
Position avg (max), %
29.37 (106.20)
Profit Factor
1.17
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% | 1.06% | 2.01% | 4.03% | 1.16% | -1.09% | 9.91% |
| 2025 | -7.06% | 5.56% | 0.82% | 1.37% | 3.39% | -9.19% | 4.84% | 1.52% | 1.78% | 0.22% | 3.01% | -8.77% | -3.97% |
| 2026 | 4.02% | 1.74% | 0.85% | -3.10% | 3.94% | 0.00% | — | — | — | — | — | — | 7.50% |
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 | 1134.51 |
| Min balance | 900.11 |
| Max balance | 1190.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 8.07 |
| Worst month, % | -9.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 134.51 |
| Total PnL, % | 13.45 |
| Gross profit | 1016.32 |
| Gross loss | 867.00 |
| Trading volume (USDT) | 42635.66 |
| Total transactions (buy/sell) | 118 |
| Total fees | 15.21 |
| Funding net | 0.40 |
| Funding accrued (received) | 18.60 |
| Funding paid | 18.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 114 |
| Win Trades | 72 |
| Los Trades | 42 |
| Win Rate, % | 63.16 |
| Expectancy per trade | 1.3098 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.37 |
| Position max, % of margin balance | 106.20 |
| Max Drawdown | 206.96 |
| Max Drawdown, % | 17.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1722 |
| Recovery Factor (Total PnL / Max DD) | 0.6499 |
| Sharpe ratio (monthly) | 0.4318 |
| Sortino ratio (monthly) | 0.5745 |
| CAGR, % | 5.37 |
| Calmar ratio (CAGR / Max DD%) | 0.3085 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -14.35 | Fee: 5.31 | Vol: 14887.93
Realized PnL by Symbol
Details
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