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
1358.84
Total PnL
358.84 (35.88%)
Total Trades (Win/Los)
106 (70/36)
Win Rate
66.04%
Max Drawdown
252.70 (17.27%)
Total Fees
16.00
Position avg (max), %
27.58 (106.69)
Profit Factor
1.49
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% | 3.63% | -1.33% | 1.05% | 2.26% | 3.94% | 0.35% | -1.04% | 15.67% |
| 2025 | 5.14% | 6.16% | 0.68% | 2.04% | 3.59% | -9.53% | 5.13% | 1.26% | -0.84% | 3.11% | 5.17% | -8.79% | 12.22% |
| 2026 | 2.83% | 1.43% | 2.88% | 0.83% | -3.24% | 0.00% | — | — | — | — | — | — | 4.69% |
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 | 1358.84 |
| Min balance | 933.06 |
| Max balance | 1462.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.03 |
| Average monthly return (arithmetic), % | 1.09 |
| Best month, % | 6.16 |
| Worst month, % | -9.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 358.84 |
| Total PnL, % | 35.88 |
| Gross profit | 1135.89 |
| Gross loss | 763.00 |
| Trading volume (USDT) | 44872.13 |
| Total transactions (buy/sell) | 110 |
| Total fees | 16.00 |
| Funding net | 1.95 |
| Funding accrued (received) | 21.14 |
| Funding paid | 19.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 106 |
| Win Trades | 70 |
| Los Trades | 36 |
| Win Rate, % | 66.04 |
| Expectancy per trade | 3.5178 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.58 |
| Position max, % of margin balance | 106.69 |
| Max Drawdown | 252.70 |
| Max Drawdown, % | 17.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4887 |
| Recovery Factor (Total PnL / Max DD) | 1.4200 |
| Sharpe ratio (monthly) | 1.0786 |
| Sortino ratio (monthly) | 1.5158 |
| CAGR, % | 13.54 |
| Calmar ratio (CAGR / Max DD%) | 0.7838 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -15.74 | Fee: 5.69 | Vol: 15964.91
Realized PnL by Symbol
Details
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