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
1147.63
Total PnL
147.63 (14.76%)
Total Trades (Win/Los)
84 (56/28)
Win Rate
66.67%
Max Drawdown
193.89 (16.95%)
Total Fees
11.83
Position avg (max), %
22.71 (85.17)
Profit Factor
1.22
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% | 1.73% | 2.05% | 1.56% | 3.25% | 3.88% | -1.32% | 1.04% | 2.58% | -1.84% | -1.40% | -1.11% | 8.42% |
| 2025 | -9.30% | 5.64% | 0.85% | 1.43% | 3.36% | -0.28% | 2.75% | 1.46% | 1.61% | 0.39% | 2.90% | 0.36% | 10.95% |
| 2026 | -6.59% | 1.70% | 1.60% | -3.01% | 1.95% | 0.01% | — | — | — | — | — | — | -4.55% |
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 | 1147.63 |
| Min balance | 933.06 |
| Max balance | 1212.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.46 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 5.64 |
| Worst month, % | -9.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 147.63 |
| Total PnL, % | 14.76 |
| Gross profit | 856.96 |
| Gross loss | 700.62 |
| Trading volume (USDT) | 33166.81 |
| Total transactions (buy/sell) | 88 |
| Total fees | 11.83 |
| Funding net | 3.12 |
| Funding accrued (received) | 16.32 |
| Funding paid | 13.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 56 |
| Los Trades | 28 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 1.8612 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.71 |
| Position max, % of margin balance | 85.17 |
| Max Drawdown | 193.89 |
| Max Drawdown, % | 16.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2231 |
| Recovery Factor (Total PnL / Max DD) | 0.7614 |
| Sharpe ratio (monthly) | 0.5925 |
| Sortino ratio (monthly) | 0.7804 |
| CAGR, % | 5.87 |
| Calmar ratio (CAGR / Max DD%) | 0.3462 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -69.88 | Fee: 4.02 | Vol: 11289.37
Realized PnL by Symbol
Details
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