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
1422.93
Total PnL
422.93 (42.29%)
Total Trades (Win/Los)
85 (57/28)
Win Rate
67.06%
Max Drawdown
200.98 (13.16%)
Total Fees
12.66
Position avg (max), %
22.11 (111.21)
Profit Factor
1.72
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 | 4.98% | 5.99% | 0.70% | 1.84% | 3.57% | -0.17% | 2.69% | 1.21% | 2.04% | 4.44% | 2.30% | 0.29% | 34.06% |
| 2026 | -0.67% | 1.28% | -3.96% | -7.13% | 5.17% | 0.00% | — | — | — | — | — | — | -5.63% |
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 | 1422.93 |
| Min balance | 933.06 |
| Max balance | 1527.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.18 |
| Average monthly return (arithmetic), % | 1.22 |
| Best month, % | 5.99 |
| Worst month, % | -7.13 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 422.93 |
| Total PnL, % | 42.29 |
| Gross profit | 1037.01 |
| Gross loss | 602.90 |
| Trading volume (USDT) | 35498.36 |
| Total transactions (buy/sell) | 89 |
| Total fees | 12.66 |
| Funding net | 1.48 |
| Funding accrued (received) | 17.08 |
| Funding paid | 15.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 57 |
| Los Trades | 28 |
| Win Rate, % | 67.06 |
| Expectancy per trade | 5.1071 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.11 |
| Position max, % of margin balance | 111.21 |
| Max Drawdown | 200.98 |
| Max Drawdown, % | 13.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7200 |
| Recovery Factor (Total PnL / Max DD) | 2.1043 |
| Sharpe ratio (monthly) | 1.5265 |
| Sortino ratio (monthly) | 2.6460 |
| CAGR, % | 15.73 |
| Calmar ratio (CAGR / Max DD%) | 1.1952 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 34.35 | Fee: 3.87 | Vol: 10857.04
Realized PnL by Symbol
Details
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