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
1270.86
Total PnL
270.86 (27.09%)
Total Trades (Win/Los)
87 (58/29)
Win Rate
66.67%
Max Drawdown
157.62 (13.68%)
Total Fees
12.00
Position avg (max), %
22.02 (96.17)
Profit Factor
1.46
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 | -1.64% | 0.04% | 2.08% | 1.57% | 3.30% | 4.03% | -1.34% | 0.10% | -1.63% | 4.28% | 1.27% | -1.08% | 11.27% |
| 2025 | -7.32% | 5.73% | 0.81% | 1.50% | 3.35% | -0.11% | 2.97% | 1.39% | 1.85% | -4.53% | 2.89% | 0.36% | 8.50% |
| 2026 | -0.70% | 1.60% | -4.86% | -0.56% | 10.29% | 0.00% | — | — | — | — | — | — | 5.27% |
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 | 1270.86 |
| Min balance | 904.33 |
| Max balance | 1271.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 10.29 |
| Worst month, % | -7.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 270.86 |
| Total PnL, % | 27.09 |
| Gross profit | 904.40 |
| Gross loss | 620.89 |
| Trading volume (USDT) | 33653.12 |
| Total transactions (buy/sell) | 91 |
| Total fees | 12.00 |
| Funding net | -0.65 |
| Funding accrued (received) | 14.25 |
| Funding paid | 14.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 58 |
| Los Trades | 29 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 3.2588 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.02 |
| Position max, % of margin balance | 96.17 |
| Max Drawdown | 157.62 |
| Max Drawdown, % | 13.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4566 |
| Recovery Factor (Total PnL / Max DD) | 1.7184 |
| Sharpe ratio (monthly) | 0.9111 |
| Sortino ratio (monthly) | 1.5691 |
| CAGR, % | 10.44 |
| Calmar ratio (CAGR / Max DD%) | 0.7630 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 17.90 | Fee: 3.56 | Vol: 9988.39
Realized PnL by Symbol
Details
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