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
1378.89
Total PnL
378.89 (37.89%)
Total Trades (Win/Los)
86 (58/28)
Win Rate
67.44%
Max Drawdown
162.23 (11.33%)
Total Fees
12.90
Position avg (max), %
23.23 (86.45)
Profit Factor
1.60
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 | -2.08% | 1.73% | 2.05% | 1.56% | 3.25% | 3.88% | -1.32% | 1.04% | 2.58% | -1.84% | -1.40% | -1.11% | 8.40% |
| 2025 | 4.66% | 5.98% | 0.73% | 1.78% | 3.36% | -0.33% | 2.52% | 1.27% | -0.85% | 3.12% | 5.19% | 0.31% | 31.22% |
| 2026 | -5.92% | 1.43% | 2.49% | -2.88% | 2.08% | 0.01% | — | — | — | — | — | — | -3.02% |
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 | 1378.89 |
| Min balance | 932.86 |
| Max balance | 1432.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.08 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 5.98 |
| Worst month, % | -5.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 378.89 |
| Total PnL, % | 37.89 |
| Gross profit | 1029.97 |
| Gross loss | 643.51 |
| Trading volume (USDT) | 36179.92 |
| Total transactions (buy/sell) | 90 |
| Total fees | 12.90 |
| Funding net | 5.32 |
| Funding accrued (received) | 19.38 |
| Funding paid | 14.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 58 |
| Los Trades | 28 |
| Win Rate, % | 67.44 |
| Expectancy per trade | 4.4938 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.23 |
| Position max, % of margin balance | 86.45 |
| Max Drawdown | 162.23 |
| Max Drawdown, % | 11.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6006 |
| Recovery Factor (Total PnL / Max DD) | 2.3355 |
| Sharpe ratio (monthly) | 1.5180 |
| Sortino ratio (monthly) | 2.7961 |
| CAGR, % | 14.23 |
| Calmar ratio (CAGR / Max DD%) | 1.2563 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 35.53 | Fee: 4.40 | Vol: 12350.97
Realized PnL by Symbol
Details
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