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
1310.25
Total PnL
310.25 (31.02%)
Total Trades (Win/Los)
96 (62/34)
Win Rate
64.58%
Max Drawdown
152.06 (15.01%)
Total Fees
13.72
Position avg (max), %
25.59 (103.91)
Profit Factor
1.50
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 | -6.13% | -0.35% | 2.19% | 2.27% | 3.20% | 4.01% | -1.20% | -0.80% | -3.66% | 6.18% | 1.47% | -1.14% | 5.53% |
| 2025 | 5.83% | 5.94% | 0.74% | 0.01% | 3.34% | -0.61% | 2.85% | 1.54% | 1.83% | -1.93% | 5.32% | 0.32% | 27.83% |
| 2026 | -3.65% | 1.47% | -6.17% | 0.91% | 4.93% | 0.00% | — | — | — | — | — | — | -2.87% |
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 | 1310.25 |
| Min balance | 861.30 |
| Max balance | 1358.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.90 |
| Average monthly return (arithmetic), % | 0.96 |
| Best month, % | 6.18 |
| Worst month, % | -6.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 310.25 |
| Total PnL, % | 31.02 |
| Gross profit | 962.37 |
| Gross loss | 639.55 |
| Trading volume (USDT) | 38474.78 |
| Total transactions (buy/sell) | 100 |
| Total fees | 13.72 |
| Funding net | 1.15 |
| Funding accrued (received) | 18.00 |
| Funding paid | 16.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 62 |
| Los Trades | 34 |
| Win Rate, % | 64.58 |
| Expectancy per trade | 3.3627 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 25.59 |
| Position max, % of margin balance | 103.91 |
| Max Drawdown | 152.06 |
| Max Drawdown, % | 15.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5048 |
| Recovery Factor (Total PnL / Max DD) | 2.0403 |
| Sharpe ratio (monthly) | 1.0314 |
| Sortino ratio (monthly) | 1.7307 |
| CAGR, % | 11.84 |
| Calmar ratio (CAGR / Max DD%) | 0.7891 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 73.73 | Fee: 3.56 | Vol: 9986.83
Realized PnL by Symbol
Details
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