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
1215.26
Total PnL
215.26 (21.53%)
Total Trades (Win/Los)
83 (56/27)
Win Rate
67.47%
Max Drawdown
195.16 (17.31%)
Total Fees
11.37
Position avg (max), %
23.29 (86.49)
Profit Factor
1.36
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% | 1.58% | 3.31% | 3.94% | -1.34% | 1.06% | 2.62% | -1.86% | -1.75% | -1.13% | 6.42% |
| 2025 | -9.18% | 5.44% | 0.86% | 1.42% | 3.43% | -0.29% | 2.82% | 1.49% | 1.65% | 0.29% | 2.95% | -2.57% | 7.81% |
| 2026 | 1.86% | 1.64% | 1.66% | -2.98% | 3.76% | 0.00% | — | — | — | — | — | — | 5.94% |
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 | 1215.26 |
| Min balance | 900.11 |
| Max balance | 1219.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.65 |
| Average monthly return (arithmetic), % | 0.69 |
| Best month, % | 5.44 |
| Worst month, % | -9.18 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 215.26 |
| Total PnL, % | 21.53 |
| Gross profit | 853.46 |
| Gross loss | 627.66 |
| Trading volume (USDT) | 31874.74 |
| Total transactions (buy/sell) | 87 |
| Total fees | 11.37 |
| Funding net | 0.82 |
| Funding accrued (received) | 15.43 |
| Funding paid | 14.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 56 |
| Los Trades | 27 |
| Win Rate, % | 67.47 |
| Expectancy per trade | 2.7206 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.29 |
| Position max, % of margin balance | 86.49 |
| Max Drawdown | 195.16 |
| Max Drawdown, % | 17.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3598 |
| Recovery Factor (Total PnL / Max DD) | 1.1030 |
| Sharpe ratio (monthly) | 0.8656 |
| Sortino ratio (monthly) | 1.2300 |
| CAGR, % | 8.41 |
| Calmar ratio (CAGR / Max DD%) | 0.4858 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -20.94 | Fee: 3.50 | Vol: 9818.24
Realized PnL by Symbol
Details
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