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
1326.69
Total PnL
326.69 (32.67%)
Total Trades (Win/Los)
106 (71/35)
Win Rate
66.98%
Max Drawdown
246.64 (17.11%)
Total Fees
15.91
Position avg (max), %
27.89 (110.61)
Profit Factor
1.44
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% | 1.96% | 4.00% | 0.35% | -1.04% | 15.45% |
| 2025 | 4.90% | 6.19% | 0.69% | 2.05% | 3.42% | -9.57% | 5.16% | 1.27% | -0.85% | 3.12% | 5.23% | -10.49% | 9.79% |
| 2026 | 3.31% | 1.46% | 2.52% | 0.85% | -3.42% | 0.00% | — | — | — | — | — | — | 4.68% |
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 | 1326.69 |
| Min balance | 932.86 |
| Max balance | 1441.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.02 |
| Best month, % | 6.19 |
| Worst month, % | -10.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 326.69 |
| Total PnL, % | 32.67 |
| Gross profit | 1122.18 |
| Gross loss | 780.61 |
| Trading volume (USDT) | 44629.01 |
| Total transactions (buy/sell) | 110 |
| Total fees | 15.91 |
| Funding net | 1.03 |
| Funding accrued (received) | 20.73 |
| Funding paid | 19.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 106 |
| Win Trades | 71 |
| Los Trades | 35 |
| Win Rate, % | 66.98 |
| Expectancy per trade | 3.2223 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.89 |
| Position max, % of margin balance | 110.61 |
| Max Drawdown | 246.64 |
| Max Drawdown, % | 17.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4376 |
| Recovery Factor (Total PnL / Max DD) | 1.3246 |
| Sharpe ratio (monthly) | 0.9573 |
| Sortino ratio (monthly) | 1.2972 |
| CAGR, % | 12.42 |
| Calmar ratio (CAGR / Max DD%) | 0.7260 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -31.29 | Fee: 5.65 | Vol: 15849.48
Realized PnL by Symbol
Details
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