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
1299.18
Total PnL
299.18 (29.92%)
Total Trades (Win/Los)
88 (58/30)
Win Rate
65.91%
Max Drawdown
151.82 (13.35%)
Total Fees
12.10
Position avg (max), %
22.56 (98.77)
Profit Factor
1.51
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 | -3.24% | -0.25% | 2.12% | 1.60% | 3.20% | 3.92% | -1.51% | 0.52% | -1.66% | 4.36% | 1.61% | -1.10% | 9.65% |
| 2025 | -6.51% | 5.54% | 0.81% | 1.51% | 3.37% | -0.11% | 2.88% | 1.40% | 1.89% | -2.77% | 5.74% | 0.35% | 14.34% |
| 2026 | -0.67% | 1.54% | -4.78% | 1.76% | 6.05% | 0.00% | — | — | — | — | — | — | 3.63% |
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 | 1299.18 |
| Min balance | 888.31 |
| Max balance | 1310.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.88 |
| Average monthly return (arithmetic), % | 0.92 |
| Best month, % | 6.05 |
| Worst month, % | -6.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 299.18 |
| Total PnL, % | 29.92 |
| Gross profit | 919.36 |
| Gross loss | 609.05 |
| Trading volume (USDT) | 33926.11 |
| Total transactions (buy/sell) | 92 |
| Total fees | 12.10 |
| Funding net | 0.97 |
| Funding accrued (received) | 15.42 |
| Funding paid | 14.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 88 |
| Win Trades | 58 |
| Los Trades | 30 |
| Win Rate, % | 65.91 |
| Expectancy per trade | 3.5262 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.56 |
| Position max, % of margin balance | 98.77 |
| Max Drawdown | 151.82 |
| Max Drawdown, % | 13.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5095 |
| Recovery Factor (Total PnL / Max DD) | 1.9707 |
| Sharpe ratio (monthly) | 1.0950 |
| Sortino ratio (monthly) | 1.8349 |
| CAGR, % | 11.45 |
| Calmar ratio (CAGR / Max DD%) | 0.8574 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 11.73 | Fee: 3.52 | Vol: 9869.04
Realized PnL by Symbol
Details
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