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
1060.46
Total PnL
60.46 (6.05%)
Total Trades (Win/Los)
91 (60/31)
Win Rate
65.93%
Max Drawdown
155.33 (14.99%)
Total Fees
11.84
Position avg (max), %
24.72 (91.23)
Profit Factor
1.10
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 | -2.06% | 0.04% | 2.09% | -6.45% | 4.10% | 3.95% | -1.41% | 0.18% | 2.55% | -1.82% | -0.28% | -1.21% | -0.81% |
| 2025 | -7.98% | 5.42% | 0.92% | 0.96% | 3.30% | -0.49% | 2.64% | 1.59% | 1.51% | -4.01% | 3.30% | 0.41% | 7.07% |
| 2026 | -5.34% | 1.90% | 0.16% | -0.41% | 3.78% | 0.00% | — | — | — | — | — | — | -0.15% |
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 | 1060.46 |
| Min balance | 881.18 |
| Max balance | 1079.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 5.42 |
| Worst month, % | -7.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 60.46 |
| Total PnL, % | 6.05 |
| Gross profit | 792.05 |
| Gross loss | 722.61 |
| Trading volume (USDT) | 33162.25 |
| Total transactions (buy/sell) | 95 |
| Total fees | 11.84 |
| Funding net | 2.86 |
| Funding accrued (received) | 16.11 |
| Funding paid | 13.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 60 |
| Los Trades | 31 |
| Win Rate, % | 65.93 |
| Expectancy per trade | 0.7630 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.72 |
| Position max, % of margin balance | 91.23 |
| Max Drawdown | 155.33 |
| Max Drawdown, % | 14.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0961 |
| Recovery Factor (Total PnL / Max DD) | 0.3892 |
| Sharpe ratio (monthly) | 0.2745 |
| Sortino ratio (monthly) | 0.3652 |
| CAGR, % | 2.46 |
| Calmar ratio (CAGR / Max DD%) | 0.1642 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -22.46 | Fee: 3.62 | Vol: 10145.36
Realized PnL by Symbol
Details
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