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
1094.59
Total PnL
94.59 (9.46%)
Total Trades (Win/Los)
86 (56/30)
Win Rate
65.12%
Max Drawdown
155.33 (15.03%)
Total Fees
11.34
Position avg (max), %
24.54 (88.49)
Profit Factor
1.16
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% | -2.23% | 3.69% |
| 2026 | 2.16% | 1.83% | 0.23% | -0.39% | 2.78% | 0.01% | — | — | — | — | — | — | 6.77% |
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 | 1094.59 |
| Min balance | 878.35 |
| Max balance | 1109.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.30 |
| Average monthly return (arithmetic), % | 0.35 |
| Best month, % | 5.44 |
| Worst month, % | -8.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 94.59 |
| Total PnL, % | 9.46 |
| Gross profit | 772.27 |
| Gross loss | 668.12 |
| Trading volume (USDT) | 31769.42 |
| Total transactions (buy/sell) | 90 |
| Total fees | 11.34 |
| Funding net | 1.77 |
| Funding accrued (received) | 15.56 |
| Funding paid | 13.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 56 |
| Los Trades | 30 |
| Win Rate, % | 65.12 |
| Expectancy per trade | 1.2111 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.54 |
| Position max, % of margin balance | 88.49 |
| Max Drawdown | 155.33 |
| Max Drawdown, % | 15.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1559 |
| Recovery Factor (Total PnL / Max DD) | 0.6089 |
| Sharpe ratio (monthly) | 0.4057 |
| Sortino ratio (monthly) | 0.5484 |
| CAGR, % | 3.81 |
| Calmar ratio (CAGR / Max DD%) | 0.2538 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 21.78 | Fee: 3.21 | Vol: 9004.67
Realized PnL by Symbol
Details
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