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
1286.30
Total PnL
286.30 (28.63%)
Total Trades (Win/Los)
89 (55/34)
Win Rate
61.80%
Max Drawdown
157.07 (15.55%)
Total Fees
12.07
Position avg (max), %
25.06 (103.04)
Profit Factor
1.56
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 | -6.65% | 0.72% | 2.18% | -1.00% | -2.94% | -5.71% | 8.32% | 2.23% | -1.61% | 3.98% | 1.71% | -1.21% | -0.93% |
| 2025 | 4.85% | 5.69% | 0.80% | 1.17% | 0.32% | 1.25% | 2.98% | 1.66% | 1.59% | -1.71% | 5.71% | 0.34% | 27.27% |
| 2026 | -0.47% | 1.52% | 0.67% | 1.58% | -1.23% | 0.01% | — | — | — | — | — | — | 2.07% |
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 | 1286.30 |
| Min balance | 852.90 |
| Max balance | 1318.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.84 |
| Average monthly return (arithmetic), % | 0.89 |
| Best month, % | 8.32 |
| Worst month, % | -6.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 286.30 |
| Total PnL, % | 28.63 |
| Gross profit | 820.38 |
| Gross loss | 526.92 |
| Trading volume (USDT) | 33866.71 |
| Total transactions (buy/sell) | 93 |
| Total fees | 12.07 |
| Funding net | 4.91 |
| Funding accrued (received) | 18.54 |
| Funding paid | 13.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 89 |
| Win Trades | 55 |
| Los Trades | 34 |
| Win Rate, % | 61.80 |
| Expectancy per trade | 3.2974 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 25.06 |
| Position max, % of margin balance | 103.04 |
| Max Drawdown | 157.07 |
| Max Drawdown, % | 15.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5570 |
| Recovery Factor (Total PnL / Max DD) | 1.8228 |
| Sharpe ratio (monthly) | 1.0080 |
| Sortino ratio (monthly) | 1.7322 |
| CAGR, % | 10.99 |
| Calmar ratio (CAGR / Max DD%) | 0.7066 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 217.62 | Fee: 3.46 | Vol: 9725.04
Realized PnL by Symbol
Details
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