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
1080.30
Total PnL
80.30 (8.03%)
Total Trades (Win/Los)
115 (69/46)
Win Rate
60.00%
Max Drawdown
362.20 (35.47%)
Total Fees
12.63
Position avg (max), %
29.60 (118.77)
Profit Factor
1.15
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 | -4.54% | 2.67% | 2.09% | -0.10% | -20.94% | -14.85% | 6.04% | -0.06% | -1.37% | 1.69% | 2.93% | -1.65% | -27.60% |
| 2025 | 5.30% | 4.60% | 1.11% | -0.51% | 0.45% | 1.34% | 4.34% | 2.24% | 1.62% | 0.05% | 4.83% | 0.47% | 28.82% |
| 2026 | 4.82% | 1.96% | 0.77% | 3.22% | 4.24% | 0.01% | — | — | — | — | — | — | 15.89% |
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 | 1080.30 |
| Min balance | 658.95 |
| Max balance | 1095.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.26 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 6.04 |
| Worst month, % | -20.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 80.30 |
| Total PnL, % | 8.03 |
| Gross profit | 747.76 |
| Gross loss | 652.90 |
| Trading volume (USDT) | 35380.86 |
| Total transactions (buy/sell) | 119 |
| Total fees | 12.63 |
| Funding net | -1.92 |
| Funding accrued (received) | 13.85 |
| Funding paid | 15.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 115 |
| Win Trades | 69 |
| Los Trades | 46 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 0.8248 |
| Max consecutive wins | 7 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.60 |
| Position max, % of margin balance | 118.77 |
| Max Drawdown | 362.20 |
| Max Drawdown, % | 35.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1453 |
| Recovery Factor (Total PnL / Max DD) | 0.2217 |
| Sharpe ratio (monthly) | 0.2691 |
| Sortino ratio (monthly) | 0.3081 |
| CAGR, % | 3.25 |
| Calmar ratio (CAGR / Max DD%) | 0.0916 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 49.59 | Fee: 3.18 | Vol: 8947.22
Realized PnL by Symbol
Details
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