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
1173.38
Total PnL
173.38 (17.34%)
Total Trades (Win/Los)
77 (50/27)
Win Rate
64.94%
Max Drawdown
213.45 (20.17%)
Total Fees
10.22
Position avg (max), %
25.35 (125.98)
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% | 0.34% | 2.36% | -1.89% | 1.07% | -0.96% | 1.23% | -1.26% | -1.20% | 0.36% |
| 2025 | -9.80% | 5.46% | 0.92% | 1.47% | 2.76% | -0.50% | 2.70% | 1.24% | -0.69% | 3.48% | 5.56% | 0.38% | 12.79% |
| 2026 | -1.14% | 1.71% | 1.97% | -0.53% | 1.69% | 0.01% | — | — | — | — | — | — | 3.73% |
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 | 1173.38 |
| Min balance | 844.91 |
| Max balance | 1187.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 0.58 |
| Best month, % | 5.56 |
| Worst month, % | -9.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 173.38 |
| Total PnL, % | 17.34 |
| Gross profit | 785.28 |
| Gross loss | 602.00 |
| Trading volume (USDT) | 28663.95 |
| Total transactions (buy/sell) | 81 |
| Total fees | 10.22 |
| Funding net | 0.33 |
| Funding accrued (received) | 15.65 |
| Funding paid | 15.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 50 |
| Los Trades | 27 |
| Win Rate, % | 64.94 |
| Expectancy per trade | 2.3802 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 25.35 |
| Position max, % of margin balance | 125.98 |
| Max Drawdown | 213.45 |
| Max Drawdown, % | 20.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3044 |
| Recovery Factor (Total PnL / Max DD) | 0.8123 |
| Sharpe ratio (monthly) | 0.7224 |
| Sortino ratio (monthly) | 0.9963 |
| CAGR, % | 6.85 |
| Calmar ratio (CAGR / Max DD%) | 0.3394 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 56.28 | Fee: 2.76 | Vol: 7741.15
Realized PnL by Symbol
Details
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