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
1292.25
Total PnL
292.25 (29.22%)
Total Trades (Win/Los)
84 (54/30)
Win Rate
64.29%
Max Drawdown
157.62 (13.61%)
Total Fees
11.74
Position avg (max), %
22.84 (104.93)
Profit Factor
1.52
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 | -2.06% | 0.04% | 2.09% | 1.58% | 3.31% | 3.94% | -1.34% | 1.06% | -1.62% | 4.26% | 1.26% | -1.08% | 11.76% |
| 2025 | -7.34% | 5.70% | 0.80% | 1.17% | 3.34% | -0.11% | 2.97% | 1.39% | 1.75% | 0.54% | 2.74% | 0.34% | 13.54% |
| 2026 | -0.71% | 1.52% | 0.78% | -5.00% | 5.53% | 0.00% | — | — | — | — | — | — | 1.84% |
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 | 1292.25 |
| Min balance | 900.11 |
| Max balance | 1297.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.86 |
| Average monthly return (arithmetic), % | 0.90 |
| Best month, % | 5.70 |
| Worst month, % | -7.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 292.25 |
| Total PnL, % | 29.22 |
| Gross profit | 887.28 |
| Gross loss | 585.11 |
| Trading volume (USDT) | 32918.98 |
| Total transactions (buy/sell) | 88 |
| Total fees | 11.74 |
| Funding net | 1.82 |
| Funding accrued (received) | 16.31 |
| Funding paid | 14.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 54 |
| Los Trades | 30 |
| Win Rate, % | 64.29 |
| Expectancy per trade | 3.5973 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.84 |
| Position max, % of margin balance | 104.93 |
| Max Drawdown | 157.62 |
| Max Drawdown, % | 13.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5164 |
| Recovery Factor (Total PnL / Max DD) | 1.8541 |
| Sharpe ratio (monthly) | 1.1448 |
| Sortino ratio (monthly) | 1.7994 |
| CAGR, % | 11.20 |
| Calmar ratio (CAGR / Max DD%) | 0.8227 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -19.54 | Fee: 3.66 | Vol: 10267.95
Realized PnL by Symbol
Details
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