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
1003.75
Total PnL
3.75 (0.37%)
Total Trades (Win/Los)
99 (64/35)
Win Rate
64.65%
Max Drawdown
381.58 (28.72%)
Total Fees
13.76
Position avg (max), %
27.37 (120.60)
Profit Factor
1.02
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 | -3.76% | 1.57% | 2.09% | 1.27% | 2.01% | 3.45% | -1.52% | 1.59% | 1.92% | 4.08% | 0.09% | -1.07% | 12.06% |
| 2025 | -9.33% | 5.58% | 0.82% | 1.78% | 3.39% | -0.32% | 5.17% | 1.38% | 2.01% | 3.77% | 2.64% | -9.00% | 6.72% |
| 2026 | -16.80% | 1.92% | 1.14% | 1.08% | -3.17% | 0.00% | — | — | — | — | — | — | -16.06% |
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 | 1003.75 |
| Min balance | 916.09 |
| Max balance | 1328.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.01 |
| Average monthly return (arithmetic), % | 0.13 |
| Best month, % | 5.58 |
| Worst month, % | -16.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3.75 |
| Total PnL, % | 0.37 |
| Gross profit | 957.48 |
| Gross loss | 938.28 |
| Trading volume (USDT) | 38548.61 |
| Total transactions (buy/sell) | 103 |
| Total fees | 13.76 |
| Funding net | -1.69 |
| Funding accrued (received) | 16.88 |
| Funding paid | 18.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 99 |
| Win Trades | 64 |
| Los Trades | 35 |
| Win Rate, % | 64.65 |
| Expectancy per trade | 0.1939 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.37 |
| Position max, % of margin balance | 120.60 |
| Max Drawdown | 381.58 |
| Max Drawdown, % | 28.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0205 |
| Recovery Factor (Total PnL / Max DD) | 0.0098 |
| Sharpe ratio (monthly) | 0.0947 |
| Sortino ratio (monthly) | 0.1088 |
| CAGR, % | 0.16 |
| Calmar ratio (CAGR / Max DD%) | 0.0054 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -170.23 | Fee: 5.02 | Vol: 14070.78
Realized PnL by Symbol
Details
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