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
1332.58
Total PnL
332.58 (33.26%)
Total Trades (Win/Los)
106 (70/36)
Win Rate
66.04%
Max Drawdown
265.83 (18.23%)
Total Fees
15.96
Position avg (max), %
27.90 (109.40)
Profit Factor
1.45
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 | -2.08% | 1.73% | 2.05% | 1.56% | 2.72% | 3.69% | -1.33% | 1.05% | 1.93% | 4.01% | 0.35% | -1.04% | 15.42% |
| 2025 | 5.15% | 6.18% | 0.68% | 2.05% | 3.60% | -9.41% | 5.13% | 1.26% | -0.84% | 3.11% | 5.18% | -9.91% | 11.03% |
| 2026 | 2.67% | 1.45% | 2.64% | 0.84% | -3.54% | 0.00% | — | — | — | — | — | — | 4.00% |
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 | 1332.58 |
| Min balance | 932.86 |
| Max balance | 1458.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.96 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 6.18 |
| Worst month, % | -9.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 332.58 |
| Total PnL, % | 33.26 |
| Gross profit | 1126.05 |
| Gross loss | 779.17 |
| Trading volume (USDT) | 44761.93 |
| Total transactions (buy/sell) | 110 |
| Total fees | 15.96 |
| Funding net | 1.66 |
| Funding accrued (received) | 21.12 |
| Funding paid | 19.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 106 |
| Win Trades | 70 |
| Los Trades | 36 |
| Win Rate, % | 66.04 |
| Expectancy per trade | 3.2725 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.90 |
| Position max, % of margin balance | 109.40 |
| Max Drawdown | 265.83 |
| Max Drawdown, % | 18.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4452 |
| Recovery Factor (Total PnL / Max DD) | 1.2511 |
| Sharpe ratio (monthly) | 0.9877 |
| Sortino ratio (monthly) | 1.3563 |
| CAGR, % | 12.63 |
| Calmar ratio (CAGR / Max DD%) | 0.6925 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -40.81 | Fee: 5.68 | Vol: 15925.01
Realized PnL by Symbol
Details
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