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
1486.38
Total PnL
486.38 (48.64%)
Total Trades (Win/Los)
115 (69/46)
Win Rate
60.00%
Max Drawdown
146.36 (10.03%)
Total Fees
17.52
Position avg (max), %
26.25 (116.11)
Profit Factor
1.73
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 | -4.54% | 2.69% | 2.09% | 1.37% | -3.09% | 2.29% | 7.81% | 2.90% | -2.15% | 0.75% | 1.74% | -1.09% | 10.68% |
| 2025 | 5.70% | 5.85% | 0.71% | 1.67% | 3.31% | -4.32% | 3.99% | 2.00% | 1.67% | 2.55% | 2.44% | 0.30% | 28.66% |
| 2026 | -1.74% | 1.37% | -4.11% | 0.90% | 8.32% | 0.00% | — | — | — | — | — | — | 4.38% |
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 | 1486.38 |
| Min balance | 916.58 |
| Max balance | 1489.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.33 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 8.32 |
| Worst month, % | -4.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 486.38 |
| Total PnL, % | 48.64 |
| Gross profit | 1190.95 |
| Gross loss | 686.81 |
| Trading volume (USDT) | 49112.33 |
| Total transactions (buy/sell) | 119 |
| Total fees | 17.52 |
| Funding net | -0.24 |
| Funding accrued (received) | 18.55 |
| Funding paid | 18.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 115 |
| Win Trades | 69 |
| Los Trades | 46 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 4.3839 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.25 |
| Position max, % of margin balance | 116.11 |
| Max Drawdown | 146.36 |
| Max Drawdown, % | 10.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7340 |
| Recovery Factor (Total PnL / Max DD) | 3.3231 |
| Sharpe ratio (monthly) | 1.5177 |
| Sortino ratio (monthly) | 3.0300 |
| CAGR, % | 17.84 |
| Calmar ratio (CAGR / Max DD%) | 1.7775 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 280.65 | Fee: 4.33 | Vol: 12190.41
Realized PnL by Symbol
Details
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