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
1239.94
Total PnL
239.94 (23.99%)
Total Trades (Win/Los)
105 (69/36)
Win Rate
65.71%
Max Drawdown
216.66 (17.54%)
Total Fees
14.80
Position avg (max), %
26.87 (112.31)
Profit Factor
1.34
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% | 1.73% | 2.05% | 1.56% | 2.72% | 3.60% | -1.33% | 1.05% | 2.07% | 3.97% | 1.21% | -1.03% | 16.46% |
| 2025 | -9.50% | 5.93% | 0.79% | 1.24% | 3.35% | -9.06% | 4.91% | 1.47% | 1.98% | 0.39% | 2.89% | -9.16% | -6.35% |
| 2026 | 3.56% | 1.69% | 2.60% | 0.95% | 4.24% | 0.00% | — | — | — | — | — | — | 13.70% |
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 | 1239.94 |
| Min balance | 933.06 |
| Max balance | 1240.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.72 |
| Average monthly return (arithmetic), % | 0.79 |
| Best month, % | 5.93 |
| Worst month, % | -9.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 239.94 |
| Total PnL, % | 23.99 |
| Gross profit | 1011.14 |
| Gross loss | 755.98 |
| Trading volume (USDT) | 41507.70 |
| Total transactions (buy/sell) | 109 |
| Total fees | 14.80 |
| Funding net | -0.42 |
| Funding accrued (received) | 17.45 |
| Funding paid | 17.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 105 |
| Win Trades | 69 |
| Los Trades | 36 |
| Win Rate, % | 65.71 |
| Expectancy per trade | 2.4301 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.87 |
| Position max, % of margin balance | 112.31 |
| Max Drawdown | 216.66 |
| Max Drawdown, % | 17.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3375 |
| Recovery Factor (Total PnL / Max DD) | 1.1074 |
| Sharpe ratio (monthly) | 0.7298 |
| Sortino ratio (monthly) | 0.9276 |
| CAGR, % | 9.31 |
| Calmar ratio (CAGR / Max DD%) | 0.5309 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -37.06 | Fee: 5.14 | Vol: 14405.91
Realized PnL by Symbol
Details
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