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
1499.65
Total PnL
499.65 (49.97%)
Total Trades (Win/Los)
115 (68/47)
Win Rate
59.13%
Max Drawdown
135.11 (13.14%)
Total Fees
16.62
Position avg (max), %
27.23 (111.43)
Profit Factor
1.92
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 | -4.55% | 2.71% | 2.09% | 0.44% | -7.23% | -2.20% | 7.86% | 3.74% | -1.08% | 1.61% | 1.64% | -1.17% | 3.05% |
| 2025 | 5.53% | 5.80% | 0.77% | 1.32% | 0.31% | -3.39% | 4.24% | 2.47% | 2.11% | 2.78% | 4.17% | 0.33% | 29.43% |
| 2026 | 5.01% | 1.37% | 0.83% | 1.71% | 3.01% | 0.00% | — | — | — | — | — | — | 12.44% |
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 | 1499.65 |
| Min balance | 893.47 |
| Max balance | 1502.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.36 |
| Average monthly return (arithmetic), % | 1.41 |
| Best month, % | 7.86 |
| Worst month, % | -7.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 499.65 |
| Total PnL, % | 49.97 |
| Gross profit | 1074.08 |
| Gross loss | 559.63 |
| Trading volume (USDT) | 46589.52 |
| Total transactions (buy/sell) | 119 |
| Total fees | 16.62 |
| Funding net | 1.83 |
| Funding accrued (received) | 18.98 |
| Funding paid | 17.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 115 |
| Win Trades | 68 |
| Los Trades | 47 |
| Win Rate, % | 59.13 |
| Expectancy per trade | 4.4735 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.23 |
| Position max, % of margin balance | 111.43 |
| Max Drawdown | 135.11 |
| Max Drawdown, % | 13.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9193 |
| Recovery Factor (Total PnL / Max DD) | 3.6980 |
| Sharpe ratio (monthly) | 1.5814 |
| Sortino ratio (monthly) | 2.7889 |
| CAGR, % | 18.27 |
| Calmar ratio (CAGR / Max DD%) | 1.3909 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 195.39 | Fee: 3.75 | Vol: 10558.13
Realized PnL by Symbol
Details
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