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
1120.63
Total PnL
120.63 (12.06%)
Total Trades (Win/Los)
88 (57/31)
Win Rate
64.77%
Max Drawdown
158.75 (15.23%)
Total Fees
11.48
Position avg (max), %
24.44 (86.20)
Profit Factor
1.19
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% | -7.00% | 4.50% | 3.85% | -1.41% | 1.09% | 2.53% | -1.81% | -0.61% | -1.21% | -0.54% |
| 2025 | -7.96% | 5.40% | 0.91% | 0.96% | 3.29% | -0.49% | 2.64% | 1.59% | 1.51% | 0.95% | 3.13% | 0.39% | 12.37% |
| 2026 | -5.35% | 1.81% | 0.16% | -0.38% | 4.30% | 0.00% | — | — | — | — | — | — | 0.28% |
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 | 1120.63 |
| Min balance | 883.82 |
| Max balance | 1127.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 0.43 |
| Best month, % | 5.40 |
| Worst month, % | -7.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 120.63 |
| Total PnL, % | 12.06 |
| Gross profit | 822.14 |
| Gross loss | 693.19 |
| Trading volume (USDT) | 32175.64 |
| Total transactions (buy/sell) | 92 |
| Total fees | 11.48 |
| Funding net | 3.16 |
| Funding accrued (received) | 16.33 |
| Funding paid | 13.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 88 |
| Win Trades | 57 |
| Los Trades | 31 |
| Win Rate, % | 64.77 |
| Expectancy per trade | 1.4653 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.44 |
| Position max, % of margin balance | 86.20 |
| Max Drawdown | 158.75 |
| Max Drawdown, % | 15.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1860 |
| Recovery Factor (Total PnL / Max DD) | 0.7599 |
| Sharpe ratio (monthly) | 0.4851 |
| Sortino ratio (monthly) | 0.6573 |
| CAGR, % | 4.83 |
| Calmar ratio (CAGR / Max DD%) | 0.3172 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -38.20 | Fee: 3.68 | Vol: 10336.68
Realized PnL by Symbol
Details
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