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
1085.98
Total PnL
85.98 (8.60%)
Total Trades (Win/Los)
109 (71/38)
Win Rate
65.14%
Max Drawdown
197.85 (17.03%)
Total Fees
14.73
Position avg (max), %
29.59 (103.91)
Profit Factor
1.11
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% | 1.43% | -3.13% | 3.59% | -1.40% | 1.08% | 1.95% | 4.05% | 1.22% | -1.12% | 7.73% |
| 2025 | -7.73% | 5.58% | 0.84% | 1.56% | 3.33% | -9.05% | 5.05% | 1.55% | 1.76% | 0.13% | 3.07% | -8.64% | -4.03% |
| 2026 | 2.84% | 1.80% | 0.90% | -3.20% | 2.75% | 0.01% | — | — | — | — | — | — | 5.08% |
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 | 1085.98 |
| Min balance | 900.11 |
| Max balance | 1162.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.28 |
| Average monthly return (arithmetic), % | 0.34 |
| Best month, % | 5.58 |
| Worst month, % | -9.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 85.98 |
| Total PnL, % | 8.60 |
| Gross profit | 969.02 |
| Gross loss | 869.50 |
| Trading volume (USDT) | 41293.77 |
| Total transactions (buy/sell) | 113 |
| Total fees | 14.73 |
| Funding net | 1.19 |
| Funding accrued (received) | 18.83 |
| Funding paid | 17.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 109 |
| Win Trades | 71 |
| Los Trades | 38 |
| Win Rate, % | 65.14 |
| Expectancy per trade | 0.9130 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.59 |
| Position max, % of margin balance | 103.91 |
| Max Drawdown | 197.85 |
| Max Drawdown, % | 17.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1145 |
| Recovery Factor (Total PnL / Max DD) | 0.4346 |
| Sharpe ratio (monthly) | 0.3308 |
| Sortino ratio (monthly) | 0.4173 |
| CAGR, % | 3.47 |
| Calmar ratio (CAGR / Max DD%) | 0.2041 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -128.32 | Fee: 5.31 | Vol: 14879.71
Realized PnL by Symbol
Details
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