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
1140.44
Total PnL
140.44 (14.04%)
Total Trades (Win/Los)
84 (53/31)
Win Rate
63.10%
Max Drawdown
151.82 (13.80%)
Total Fees
11.41
Position avg (max), %
23.72 (97.85)
Profit Factor
1.25
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 | -1.77% | 0.88% | 2.06% | 0.22% | -3.42% | -0.41% | 2.91% | 3.17% | -1.70% | 4.30% | 1.46% | -1.13% | 6.45% |
| 2025 | -7.79% | 5.65% | 0.85% | 1.43% | 0.34% | 0.95% | 2.82% | 1.49% | 1.61% | -4.44% | 3.10% | 0.39% | 5.85% |
| 2026 | -0.03% | 1.70% | 0.33% | 0.38% | -1.15% | 0.01% | — | — | — | — | — | — | 1.24% |
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 | 1140.44 |
| Min balance | 927.07 |
| Max balance | 1181.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.44 |
| Average monthly return (arithmetic), % | 0.47 |
| Best month, % | 5.65 |
| Worst month, % | -7.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 140.44 |
| Total PnL, % | 14.04 |
| Gross profit | 741.21 |
| Gross loss | 593.02 |
| Trading volume (USDT) | 31995.06 |
| Total transactions (buy/sell) | 88 |
| Total fees | 11.41 |
| Funding net | 3.66 |
| Funding accrued (received) | 16.72 |
| Funding paid | 13.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 53 |
| Los Trades | 31 |
| Win Rate, % | 63.10 |
| Expectancy per trade | 1.7642 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.72 |
| Position max, % of margin balance | 97.85 |
| Max Drawdown | 151.82 |
| Max Drawdown, % | 13.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2499 |
| Recovery Factor (Total PnL / Max DD) | 0.9251 |
| Sharpe ratio (monthly) | 0.6358 |
| Sortino ratio (monthly) | 0.8946 |
| CAGR, % | 5.59 |
| Calmar ratio (CAGR / Max DD%) | 0.4053 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 100.24 | Fee: 3.46 | Vol: 9731.40
Realized PnL by Symbol
Details
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