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
1168.77
Total PnL
168.77 (16.88%)
Total Trades (Win/Los)
77 (51/26)
Win Rate
66.23%
Max Drawdown
215.56 (19.99%)
Total Fees
10.44
Position avg (max), %
23.71 (125.90)
Profit Factor
1.30
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% | 0.96% | 0.99% | 3.00% | -2.10% | 1.62% | 2.39% | -1.75% | -1.00% | -1.17% | 2.63% |
| 2025 | -9.99% | 5.62% | 0.90% | 1.59% | 3.19% | -0.48% | 2.82% | 1.56% | 1.47% | 0.13% | 3.10% | -2.08% | 7.18% |
| 2026 | 1.31% | 1.72% | 1.98% | -0.53% | 1.69% | 0.01% | — | — | — | — | — | — | 6.32% |
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 | 1168.77 |
| Min balance | 863.00 |
| Max balance | 1182.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.52 |
| Average monthly return (arithmetic), % | 0.56 |
| Best month, % | 5.62 |
| Worst month, % | -9.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 168.77 |
| Total PnL, % | 16.88 |
| Gross profit | 788.74 |
| Gross loss | 608.68 |
| Trading volume (USDT) | 29283.99 |
| Total transactions (buy/sell) | 81 |
| Total fees | 10.44 |
| Funding net | -0.85 |
| Funding accrued (received) | 14.26 |
| Funding paid | 15.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 51 |
| Los Trades | 26 |
| Win Rate, % | 66.23 |
| Expectancy per trade | 2.3385 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.71 |
| Position max, % of margin balance | 125.90 |
| Max Drawdown | 215.56 |
| Max Drawdown, % | 19.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2958 |
| Recovery Factor (Total PnL / Max DD) | 0.7829 |
| Sharpe ratio (monthly) | 0.7122 |
| Sortino ratio (monthly) | 0.9398 |
| CAGR, % | 6.67 |
| Calmar ratio (CAGR / Max DD%) | 0.3338 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 71.78 | Fee: 2.81 | Vol: 7895.56
Realized PnL by Symbol
Details
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