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
1182.97
Total PnL
182.97 (18.30%)
Total Trades (Win/Los)
76 (50/26)
Win Rate
65.79%
Max Drawdown
204.12 (18.00%)
Total Fees
10.87
Position avg (max), %
24.52 (123.02)
Profit Factor
1.30
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 | -3.76% | 1.57% | 2.09% | 1.09% | 3.49% | 3.96% | -1.35% | 1.06% | -1.63% | 4.28% | 0.37% | -1.09% | 10.19% |
| 2025 | -9.56% | 5.70% | 0.84% | 1.76% | 3.31% | -0.11% | 2.93% | 1.44% | 1.76% | 3.63% | 2.75% | 0.34% | 14.90% |
| 2026 | -1.69% | 1.54% | -3.96% | -2.78% | 0.31% | 0.01% | — | — | — | — | — | — | -6.50% |
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 | 1182.97 |
| Min balance | 916.09 |
| Max balance | 1285.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.56 |
| Average monthly return (arithmetic), % | 0.61 |
| Best month, % | 5.70 |
| Worst month, % | -9.56 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 182.97 |
| Total PnL, % | 18.30 |
| Gross profit | 855.93 |
| Gross loss | 658.22 |
| Trading volume (USDT) | 30462.59 |
| Total transactions (buy/sell) | 80 |
| Total fees | 10.87 |
| Funding net | -3.87 |
| Funding accrued (received) | 14.42 |
| Funding paid | 18.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 76 |
| Win Trades | 50 |
| Los Trades | 26 |
| Win Rate, % | 65.79 |
| Expectancy per trade | 2.6015 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.52 |
| Position max, % of margin balance | 123.02 |
| Max Drawdown | 204.12 |
| Max Drawdown, % | 18.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3004 |
| Recovery Factor (Total PnL / Max DD) | 0.8964 |
| Sharpe ratio (monthly) | 0.7086 |
| Sortino ratio (monthly) | 0.9858 |
| CAGR, % | 7.21 |
| Calmar ratio (CAGR / Max DD%) | 0.4003 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 7.04 | Fee: 2.94 | Vol: 8257.66
Realized PnL by Symbol
Details
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