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
1522.15
Total PnL
522.15 (52.22%)
Total Trades (Win/Los)
106 (70/36)
Win Rate
66.04%
Max Drawdown
279.26 (17.75%)
Total Fees
16.86
Position avg (max), %
22.81 (113.37)
Profit Factor
1.77
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 | -0.70% | -0.61% | 2.07% | 0.59% | 2.79% | 1.69% | 7.66% | 3.60% | 2.70% | -1.60% | 0.50% | -1.01% | 18.75% |
| 2025 | 6.00% | 6.14% | 0.66% | 1.02% | 3.33% | -0.03% | 3.18% | 1.90% | 1.90% | -1.83% | 5.35% | 0.28% | 31.31% |
| 2026 | -8.89% | 1.35% | 0.78% | 0.44% | 4.45% | 0.00% | — | — | — | — | — | — | -2.38% |
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 | 1522.15 |
| Min balance | 907.24 |
| Max balance | 1573.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.41 |
| Average monthly return (arithmetic), % | 1.46 |
| Best month, % | 7.66 |
| Worst month, % | -8.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 522.15 |
| Total PnL, % | 52.22 |
| Gross profit | 1231.70 |
| Gross loss | 696.94 |
| Trading volume (USDT) | 47283.06 |
| Total transactions (buy/sell) | 110 |
| Total fees | 16.86 |
| Funding net | 4.25 |
| Funding accrued (received) | 19.71 |
| Funding paid | 15.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 106 |
| Win Trades | 70 |
| Los Trades | 36 |
| Win Rate, % | 66.04 |
| Expectancy per trade | 5.0449 |
| Max consecutive wins | 8 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.81 |
| Position max, % of margin balance | 113.37 |
| Max Drawdown | 279.26 |
| Max Drawdown, % | 17.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7673 |
| Recovery Factor (Total PnL / Max DD) | 1.8698 |
| Sharpe ratio (monthly) | 1.6740 |
| Sortino ratio (monthly) | 2.9642 |
| CAGR, % | 19.00 |
| Calmar ratio (CAGR / Max DD%) | 1.0707 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 263.93 | Fee: 4.71 | Vol: 13236.15
Realized PnL by Symbol
Details
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