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
1384.37
Total PnL
384.37 (38.44%)
Total Trades (Win/Los)
79 (53/26)
Win Rate
67.09%
Max Drawdown
157.78 (10.46%)
Total Fees
12.05
Position avg (max), %
23.25 (103.94)
Profit Factor
1.75
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 | -3.74% | 1.57% | 2.09% | 1.63% | 3.37% | 3.94% | -1.34% | 1.06% | -1.62% | 4.26% | 0.35% | -1.09% | 10.64% |
| 2025 | 5.50% | 6.06% | 0.71% | 1.83% | 3.36% | 2.42% | 3.65% | 1.45% | 1.98% | 0.34% | 2.33% | 0.29% | 34.16% |
| 2026 | -1.66% | 1.31% | -3.99% | -2.69% | 0.24% | 0.01% | — | — | — | — | — | — | -6.67% |
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 | 1384.37 |
| Min balance | 916.29 |
| Max balance | 1507.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 1.12 |
| Best month, % | 6.06 |
| Worst month, % | -3.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 384.37 |
| Total PnL, % | 38.44 |
| Gross profit | 941.54 |
| Gross loss | 539.51 |
| Trading volume (USDT) | 33795.44 |
| Total transactions (buy/sell) | 83 |
| Total fees | 12.05 |
| Funding net | -5.62 |
| Funding accrued (received) | 14.50 |
| Funding paid | 20.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 79 |
| Win Trades | 53 |
| Los Trades | 26 |
| Win Rate, % | 67.09 |
| Expectancy per trade | 5.0890 |
| Max consecutive wins | 11 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.25 |
| Position max, % of margin balance | 103.94 |
| Max Drawdown | 157.78 |
| Max Drawdown, % | 10.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7452 |
| Recovery Factor (Total PnL / Max DD) | 2.4361 |
| Sharpe ratio (monthly) | 1.5942 |
| Sortino ratio (monthly) | 3.1567 |
| CAGR, % | 14.42 |
| Calmar ratio (CAGR / Max DD%) | 1.3778 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 76.08 | Fee: 3.17 | Vol: 8910.04
Realized PnL by Symbol
Details
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