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
1380.89
Total PnL
380.89 (38.09%)
Total Trades (Win/Los)
97 (62/35)
Win Rate
63.92%
Max Drawdown
139.31 (10.41%)
Total Fees
13.47
Position avg (max), %
26.15 (98.00)
Profit Factor
1.72
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 | -6.13% | 0.63% | 2.17% | 0.05% | -2.90% | -3.56% | 7.75% | 3.04% | -3.44% | 6.10% | 1.61% | -1.16% | 3.28% |
| 2025 | 5.53% | 6.08% | 0.76% | 0.31% | 0.31% | 1.48% | 3.09% | 1.82% | 1.73% | -0.78% | 4.64% | 0.33% | 28.12% |
| 2026 | -3.12% | 1.49% | 0.56% | 1.86% | 3.62% | 0.00% | — | — | — | — | — | — | 4.37% |
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 | 1380.89 |
| Min balance | 883.85 |
| Max balance | 1381.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.08 |
| Average monthly return (arithmetic), % | 1.13 |
| Best month, % | 7.75 |
| Worst month, % | -6.13 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 380.89 |
| Total PnL, % | 38.09 |
| Gross profit | 939.67 |
| Gross loss | 547.90 |
| Trading volume (USDT) | 37780.08 |
| Total transactions (buy/sell) | 101 |
| Total fees | 13.47 |
| Funding net | 2.58 |
| Funding accrued (received) | 18.60 |
| Funding paid | 16.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 97 |
| Win Trades | 62 |
| Los Trades | 35 |
| Win Rate, % | 63.92 |
| Expectancy per trade | 4.0389 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.15 |
| Position max, % of margin balance | 98.00 |
| Max Drawdown | 139.31 |
| Max Drawdown, % | 10.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7150 |
| Recovery Factor (Total PnL / Max DD) | 2.7342 |
| Sharpe ratio (monthly) | 1.2682 |
| Sortino ratio (monthly) | 2.3626 |
| CAGR, % | 14.30 |
| Calmar ratio (CAGR / Max DD%) | 1.3737 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 240.68 | Fee: 3.58 | Vol: 10066.55
Realized PnL by Symbol
Details
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