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
1275.58
Total PnL
275.58 (27.56%)
Total Trades (Win/Los)
84 (55/29)
Win Rate
65.48%
Max Drawdown
163.06 (14.15%)
Total Fees
11.67
Position avg (max), %
22.30 (105.76)
Profit Factor
1.48
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% | 1.73% | 2.05% | 1.56% | 3.25% | 3.88% | -1.32% | 1.04% | -1.60% | 4.30% | 0.33% | -1.07% | 12.48% |
| 2025 | -8.78% | 5.53% | 0.81% | 1.51% | 3.37% | -0.11% | 2.99% | 1.40% | 1.71% | 0.54% | 2.76% | 0.34% | 12.03% |
| 2026 | -0.74% | 1.53% | 0.76% | -5.03% | 4.99% | 0.00% | — | — | — | — | — | — | 1.24% |
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 | 1275.58 |
| Min balance | 933.06 |
| Max balance | 1283.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.81 |
| Average monthly return (arithmetic), % | 0.86 |
| Best month, % | 5.53 |
| Worst month, % | -8.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 275.58 |
| Total PnL, % | 27.56 |
| Gross profit | 884.47 |
| Gross loss | 599.56 |
| Trading volume (USDT) | 32732.24 |
| Total transactions (buy/sell) | 88 |
| Total fees | 11.67 |
| Funding net | 2.34 |
| Funding accrued (received) | 16.26 |
| Funding paid | 13.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 55 |
| Los Trades | 29 |
| Win Rate, % | 65.48 |
| Expectancy per trade | 3.3918 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.30 |
| Position max, % of margin balance | 105.76 |
| Max Drawdown | 163.06 |
| Max Drawdown, % | 14.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4752 |
| Recovery Factor (Total PnL / Max DD) | 1.6901 |
| Sharpe ratio (monthly) | 1.0473 |
| Sortino ratio (monthly) | 1.5289 |
| CAGR, % | 10.60 |
| Calmar ratio (CAGR / Max DD%) | 0.7496 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -14.91 | Fee: 3.66 | Vol: 10271.48
Realized PnL by Symbol
Details
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