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
1245.95
Total PnL
245.95 (24.59%)
Total Trades (Win/Los)
88 (55/33)
Win Rate
62.50%
Max Drawdown
146.38 (13.38%)
Total Fees
11.88
Position avg (max), %
26.17 (97.87)
Profit Factor
1.42
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 | -3.24% | -0.25% | 2.12% | 0.28% | -3.50% | -0.42% | 4.81% | 3.19% | -1.69% | 4.38% | 1.47% | -1.14% | 5.73% |
| 2025 | -7.24% | 5.65% | 0.85% | 1.43% | 0.34% | 0.95% | 2.79% | 1.76% | 1.46% | -2.04% | 5.87% | 0.37% | 12.18% |
| 2026 | -0.72% | 1.62% | 0.38% | 1.67% | 2.02% | 0.00% | — | — | — | — | — | — | 5.05% |
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 | 1245.95 |
| Min balance | 888.31 |
| Max balance | 1246.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.74 |
| Average monthly return (arithmetic), % | 0.77 |
| Best month, % | 5.87 |
| Worst month, % | -7.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 245.95 |
| Total PnL, % | 24.59 |
| Gross profit | 855.52 |
| Gross loss | 601.67 |
| Trading volume (USDT) | 33312.60 |
| Total transactions (buy/sell) | 92 |
| Total fees | 11.88 |
| Funding net | 3.97 |
| Funding accrued (received) | 18.51 |
| Funding paid | 14.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 88 |
| Win Trades | 55 |
| Los Trades | 33 |
| Win Rate, % | 62.50 |
| Expectancy per trade | 2.8847 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.17 |
| Position max, % of margin balance | 97.87 |
| Max Drawdown | 146.38 |
| Max Drawdown, % | 13.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4219 |
| Recovery Factor (Total PnL / Max DD) | 1.6802 |
| Sharpe ratio (monthly) | 0.9912 |
| Sortino ratio (monthly) | 1.5966 |
| CAGR, % | 9.53 |
| Calmar ratio (CAGR / Max DD%) | 0.7125 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 103.66 | Fee: 3.44 | Vol: 9659.30
Realized PnL by Symbol
Details
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