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
1160.94
Total PnL
160.94 (16.09%)
Total Trades (Win/Los)
94 (60/34)
Win Rate
63.83%
Max Drawdown
204.12 (17.79%)
Total Fees
13.00
Position avg (max), %
23.48 (121.26)
Profit Factor
1.23
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% | 1.09% | 1.94% | 3.43% | -2.07% | 1.60% | 2.07% | 4.11% | 0.28% | -1.08% | 11.54% |
| 2025 | -9.44% | 5.57% | 0.83% | 1.74% | 3.83% | -0.32% | 5.13% | 1.38% | 2.01% | 0.54% | 2.73% | 0.34% | 14.36% |
| 2026 | -8.53% | 1.64% | 0.62% | 0.95% | -3.63% | 0.00% | — | — | — | — | — | — | -8.99% |
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 | 1160.94 |
| Min balance | 916.09 |
| Max balance | 1285.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.50 |
| Average monthly return (arithmetic), % | 0.55 |
| Best month, % | 5.57 |
| Worst month, % | -9.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 160.94 |
| Total PnL, % | 16.09 |
| Gross profit | 920.14 |
| Gross loss | 746.83 |
| Trading volume (USDT) | 36442.71 |
| Total transactions (buy/sell) | 98 |
| Total fees | 13.00 |
| Funding net | 0.63 |
| Funding accrued (received) | 15.80 |
| Funding paid | 15.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 94 |
| Win Trades | 60 |
| Los Trades | 34 |
| Win Rate, % | 63.83 |
| Expectancy per trade | 1.8438 |
| Max consecutive wins | 8 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.48 |
| Position max, % of margin balance | 121.26 |
| Max Drawdown | 204.12 |
| Max Drawdown, % | 17.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2321 |
| Recovery Factor (Total PnL / Max DD) | 0.7885 |
| Sharpe ratio (monthly) | 0.5828 |
| Sortino ratio (monthly) | 0.7543 |
| CAGR, % | 6.37 |
| Calmar ratio (CAGR / Max DD%) | 0.3584 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -65.10 | Fee: 4.59 | Vol: 12870.37
Realized PnL by Symbol
Details
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