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
1161.78
Total PnL
161.78 (16.18%)
Total Trades (Win/Los)
85 (52/33)
Win Rate
61.18%
Max Drawdown
146.38 (13.19%)
Total Fees
11.67
Position avg (max), %
23.90 (96.59)
Profit Factor
1.28
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% | 1.19% | 2.09% | 0.22% | -3.46% | -0.42% | 4.81% | 3.15% | -1.69% | 4.40% | 1.45% | -1.12% | 7.18% |
| 2025 | -7.01% | 5.56% | 0.84% | 1.56% | 0.33% | 0.98% | 2.89% | 1.47% | 1.66% | -4.46% | 3.05% | 0.38% | 6.82% |
| 2026 | -0.03% | 1.67% | 0.38% | 1.71% | -2.19% | 0.01% | — | — | — | — | — | — | 1.52% |
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 | 1161.78 |
| Min balance | 917.03 |
| Max balance | 1205.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.50 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 5.56 |
| Worst month, % | -7.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 161.78 |
| Total PnL, % | 16.18 |
| Gross profit | 769.94 |
| Gross loss | 599.44 |
| Trading volume (USDT) | 32732.81 |
| Total transactions (buy/sell) | 89 |
| Total fees | 11.67 |
| Funding net | 2.96 |
| Funding accrued (received) | 16.59 |
| Funding paid | 13.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 52 |
| Los Trades | 33 |
| Win Rate, % | 61.18 |
| Expectancy per trade | 2.0059 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.90 |
| Position max, % of margin balance | 96.59 |
| Max Drawdown | 146.38 |
| Max Drawdown, % | 13.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2844 |
| Recovery Factor (Total PnL / Max DD) | 1.1052 |
| Sharpe ratio (monthly) | 0.6960 |
| Sortino ratio (monthly) | 1.0195 |
| CAGR, % | 6.41 |
| Calmar ratio (CAGR / Max DD%) | 0.4856 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 132.14 | Fee: 3.44 | Vol: 9659.42
Realized PnL by Symbol
Details
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