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
1476.11
Total PnL
476.11 (47.61%)
Total Trades (Win/Los)
112 (71/41)
Win Rate
63.39%
Max Drawdown
157.69 (12.60%)
Total Fees
17.46
Position avg (max), %
23.28 (90.17)
Profit Factor
1.69
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 | -0.95% | 0.77% | 2.05% | 0.70% | 2.84% | 1.73% | 7.60% | 3.55% | 2.81% | -7.40% | 1.31% | -1.06% | 14.11% |
| 2025 | 5.78% | 5.97% | 0.69% | 1.81% | 3.33% | -5.30% | 3.45% | 1.96% | 1.51% | -0.56% | 4.73% | -1.98% | 22.92% |
| 2026 | 3.72% | 1.31% | -3.69% | 0.52% | 3.46% | 0.00% | — | — | — | — | — | — | 5.25% |
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 | 1476.11 |
| Min balance | 939.78 |
| Max balance | 1505.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.31 |
| Average monthly return (arithmetic), % | 1.36 |
| Best month, % | 7.60 |
| Worst month, % | -7.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 476.11 |
| Total PnL, % | 47.61 |
| Gross profit | 1195.69 |
| Gross loss | 707.73 |
| Trading volume (USDT) | 48931.09 |
| Total transactions (buy/sell) | 115 |
| Total fees | 17.46 |
| Funding net | 5.61 |
| Funding accrued (received) | 20.19 |
| Funding paid | 14.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 71 |
| Los Trades | 41 |
| Win Rate, % | 63.39 |
| Expectancy per trade | 4.3568 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.28 |
| Position max, % of margin balance | 90.17 |
| Max Drawdown | 157.69 |
| Max Drawdown, % | 12.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6895 |
| Recovery Factor (Total PnL / Max DD) | 3.0192 |
| Sharpe ratio (monthly) | 1.4952 |
| Sortino ratio (monthly) | 2.5377 |
| CAGR, % | 17.50 |
| Calmar ratio (CAGR / Max DD%) | 1.3888 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 328.46 | Fee: 4.02 | Vol: 11307.07
Realized PnL by Symbol
Details
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