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
1049.92
Total PnL
49.92 (4.99%)
Total Trades (Win/Los)
91 (60/31)
Win Rate
65.93%
Max Drawdown
156.38 (14.58%)
Total Fees
11.72
Position avg (max), %
24.44 (88.49)
Profit Factor
1.08
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% | -6.73% | 4.11% | 3.96% | -1.41% | 0.18% | 2.56% | -1.82% | -0.28% | -1.22% | -1.09% |
| 2025 | -8.00% | 5.44% | 0.92% | 0.96% | 3.21% | -0.49% | 2.65% | 1.24% | 1.79% | -4.40% | 3.32% | 0.41% | 6.49% |
| 2026 | -5.47% | 1.92% | 0.15% | -0.41% | 3.74% | 0.00% | — | — | — | — | — | — | -0.32% |
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 | 1049.92 |
| Min balance | 878.35 |
| Max balance | 1072.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.16 |
| Average monthly return (arithmetic), % | 0.21 |
| Best month, % | 5.44 |
| Worst month, % | -8.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 49.92 |
| Total PnL, % | 4.99 |
| Gross profit | 787.20 |
| Gross loss | 727.85 |
| Trading volume (USDT) | 32836.38 |
| Total transactions (buy/sell) | 95 |
| Total fees | 11.72 |
| Funding net | 2.29 |
| Funding accrued (received) | 15.59 |
| Funding paid | 13.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 60 |
| Los Trades | 31 |
| Win Rate, % | 65.93 |
| Expectancy per trade | 0.6522 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.44 |
| Position max, % of margin balance | 88.49 |
| Max Drawdown | 156.38 |
| Max Drawdown, % | 14.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0815 |
| Recovery Factor (Total PnL / Max DD) | 0.3192 |
| Sharpe ratio (monthly) | 0.2351 |
| Sortino ratio (monthly) | 0.3094 |
| CAGR, % | 2.04 |
| Calmar ratio (CAGR / Max DD%) | 0.1398 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -21.62 | Fee: 3.61 | Vol: 10120.20
Realized PnL by Symbol
Details
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