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
1207.47
Total PnL
207.47 (20.75%)
Total Trades (Win/Los)
77 (51/26)
Win Rate
66.23%
Max Drawdown
231.83 (20.77%)
Total Fees
10.69
Position avg (max), %
22.23 (126.83)
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 | -3.76% | 1.57% | 2.09% | 1.09% | 3.49% | 3.96% | -1.88% | 1.07% | 2.66% | -1.88% | -1.85% | -1.14% | 5.20% |
| 2025 | -9.64% | 5.73% | 0.88% | 1.55% | 3.32% | -0.29% | 2.86% | 1.51% | 1.59% | 0.22% | 2.99% | -2.01% | 8.17% |
| 2026 | 1.49% | 1.66% | 2.02% | -0.50% | 1.37% | 0.01% | — | — | — | — | — | — | 6.18% |
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 | 1207.47 |
| Min balance | 884.48 |
| Max balance | 1226.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.63 |
| Average monthly return (arithmetic), % | 0.67 |
| Best month, % | 5.73 |
| Worst month, % | -9.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 207.47 |
| Total PnL, % | 20.75 |
| Gross profit | 822.52 |
| Gross loss | 603.64 |
| Trading volume (USDT) | 29969.46 |
| Total transactions (buy/sell) | 81 |
| Total fees | 10.69 |
| Funding net | -0.72 |
| Funding accrued (received) | 13.87 |
| Funding paid | 14.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 51 |
| Los Trades | 26 |
| Win Rate, % | 66.23 |
| Expectancy per trade | 2.8426 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.23 |
| Position max, % of margin balance | 126.83 |
| Max Drawdown | 231.83 |
| Max Drawdown, % | 20.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3626 |
| Recovery Factor (Total PnL / Max DD) | 0.8950 |
| Sharpe ratio (monthly) | 0.8347 |
| Sortino ratio (monthly) | 1.1497 |
| CAGR, % | 8.12 |
| Calmar ratio (CAGR / Max DD%) | 0.3910 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 62.46 | Fee: 2.90 | Vol: 8152.83
Realized PnL by Symbol
Details
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