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
1168.13
Total PnL
168.13 (16.81%)
Total Trades (Win/Los)
77 (50/27)
Win Rate
64.94%
Max Drawdown
198.91 (18.17%)
Total Fees
10.70
Position avg (max), %
24.23 (125.24)
Profit Factor
1.29
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% | 0.96% | 0.99% | 3.00% | -2.10% | 1.62% | -1.69% | 4.34% | 0.54% | -1.13% | 6.32% |
| 2025 | -9.51% | 5.66% | 0.87% | 1.53% | 3.82% | -0.29% | 2.82% | 1.49% | 1.65% | 0.29% | 2.94% | 0.37% | 11.41% |
| 2026 | -1.81% | 1.64% | 0.73% | -2.68% | 0.86% | 0.01% | — | — | — | — | — | — | -1.32% |
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 | 1168.13 |
| Min balance | 895.69 |
| Max balance | 1217.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.52 |
| Average monthly return (arithmetic), % | 0.56 |
| Best month, % | 5.66 |
| Worst month, % | -9.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 168.13 |
| Total PnL, % | 16.81 |
| Gross profit | 794.63 |
| Gross loss | 614.49 |
| Trading volume (USDT) | 30010.50 |
| Total transactions (buy/sell) | 81 |
| Total fees | 10.70 |
| Funding net | -1.30 |
| Funding accrued (received) | 14.78 |
| Funding paid | 16.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 50 |
| Los Trades | 27 |
| Win Rate, % | 64.94 |
| Expectancy per trade | 2.3394 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 24.23 |
| Position max, % of margin balance | 125.24 |
| Max Drawdown | 198.91 |
| Max Drawdown, % | 18.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2931 |
| Recovery Factor (Total PnL / Max DD) | 0.8452 |
| Sharpe ratio (monthly) | 0.7025 |
| Sortino ratio (monthly) | 0.9566 |
| CAGR, % | 6.65 |
| Calmar ratio (CAGR / Max DD%) | 0.3658 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 66.59 | Fee: 2.87 | Vol: 8055.89
Realized PnL by Symbol
Details
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