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
1413.71
Total PnL
413.71 (41.37%)
Total Trades (Win/Los)
85 (57/28)
Win Rate
67.06%
Max Drawdown
198.35 (13.08%)
Total Fees
12.63
Position avg (max), %
22.13 (110.54)
Profit Factor
1.70
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% | 1.25% | 3.29% | 3.89% | -1.33% | 1.04% | -1.60% | 4.31% | 0.33% | -1.07% | 12.20% |
| 2025 | 4.99% | 6.00% | 0.71% | 1.85% | 3.58% | -0.17% | 2.70% | 1.21% | 2.04% | 4.45% | 2.30% | 0.29% | 34.15% |
| 2026 | -1.21% | 1.29% | -3.99% | -7.10% | 5.25% | 0.00% | — | — | — | — | — | — | -6.07% |
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 | 1413.71 |
| Min balance | 933.06 |
| Max balance | 1516.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 6.00 |
| Worst month, % | -7.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 413.71 |
| Total PnL, % | 41.37 |
| Gross profit | 1032.51 |
| Gross loss | 607.13 |
| Trading volume (USDT) | 35424.43 |
| Total transactions (buy/sell) | 89 |
| Total fees | 12.63 |
| Funding net | 0.96 |
| Funding accrued (received) | 16.78 |
| Funding paid | 15.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 57 |
| Los Trades | 28 |
| Win Rate, % | 67.06 |
| Expectancy per trade | 5.0045 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 22.13 |
| Position max, % of margin balance | 110.54 |
| Max Drawdown | 198.35 |
| Max Drawdown, % | 13.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7006 |
| Recovery Factor (Total PnL / Max DD) | 2.0858 |
| Sharpe ratio (monthly) | 1.4891 |
| Sortino ratio (monthly) | 2.5848 |
| CAGR, % | 15.42 |
| Calmar ratio (CAGR / Max DD%) | 1.1787 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 35.99 | Fee: 3.85 | Vol: 10804.24
Realized PnL by Symbol
Details
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