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
1327.58
Total PnL
327.58 (32.76%)
Total Trades (Win/Los)
92 (57/35)
Win Rate
61.96%
Max Drawdown
142.03 (10.58%)
Total Fees
13.17
Position avg (max), %
26.03 (105.39)
Profit Factor
1.59
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 | -6.07% | 0.71% | 2.16% | -0.97% | -3.62% | -3.07% | 8.76% | 3.05% | -1.73% | 4.43% | 1.27% | -1.17% | 2.94% |
| 2025 | 5.09% | 6.13% | 0.77% | 1.30% | 0.31% | 1.47% | 3.08% | 1.58% | 1.78% | -0.97% | 5.52% | 0.33% | 29.47% |
| 2026 | -3.70% | 1.49% | 0.56% | 1.85% | -0.46% | 0.01% | — | — | — | — | — | — | -0.34% |
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 | 1327.58 |
| Min balance | 878.17 |
| Max balance | 1354.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.00 |
| Best month, % | 8.76 |
| Worst month, % | -6.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 327.58 |
| Total PnL, % | 32.76 |
| Gross profit | 900.81 |
| Gross loss | 565.21 |
| Trading volume (USDT) | 36934.50 |
| Total transactions (buy/sell) | 96 |
| Total fees | 13.17 |
| Funding net | 5.15 |
| Funding accrued (received) | 19.79 |
| Funding paid | 14.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 57 |
| Los Trades | 35 |
| Win Rate, % | 61.96 |
| Expectancy per trade | 3.6478 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.03 |
| Position max, % of margin balance | 105.39 |
| Max Drawdown | 142.03 |
| Max Drawdown, % | 10.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5938 |
| Recovery Factor (Total PnL / Max DD) | 2.3065 |
| Sharpe ratio (monthly) | 1.1268 |
| Sortino ratio (monthly) | 2.1223 |
| CAGR, % | 12.45 |
| Calmar ratio (CAGR / Max DD%) | 1.1769 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 253.90 | Fee: 3.56 | Vol: 10000.03
Realized PnL by Symbol
Details
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