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
1008.60
Total PnL
8.60 (0.86%)
Total Trades (Win/Los)
129 (55/74)
Win Rate
42.64%
Max Drawdown
244.80 (24.13%)
Total Fees
17.18
Position avg (max), %
23.52 (102.33)
Profit Factor
1.04
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 | -3.62% | -0.26% | 2.13% | -2.56% | -8.45% | -2.38% | -1.15% | -4.70% | -1.18% | 1.18% | 3.71% | -1.46% | -17.70% |
| 2025 | 1.47% | 4.21% | 1.01% | 0.44% | 0.22% | -3.80% | 6.48% | 0.17% | 2.76% | -0.98% | 4.61% | 0.45% | 17.97% |
| 2026 | 3.51% | 1.90% | 0.49% | 1.15% | -3.06% | 0.01% | — | — | — | — | — | — | 3.94% |
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 | 1008.60 |
| Min balance | 769.52 |
| Max balance | 1078.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.03 |
| Average monthly return (arithmetic), % | 0.08 |
| Best month, % | 6.48 |
| Worst month, % | -8.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 8.60 |
| Total PnL, % | 0.86 |
| Gross profit | 656.51 |
| Gross loss | 628.90 |
| Trading volume (USDT) | 48003.86 |
| Total transactions (buy/sell) | 133 |
| Total fees | 17.18 |
| Funding net | -1.84 |
| Funding accrued (received) | 11.81 |
| Funding paid | 13.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 129 |
| Win Trades | 55 |
| Los Trades | 74 |
| Win Rate, % | 42.64 |
| Expectancy per trade | 0.2140 |
| Max consecutive wins | 6 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.52 |
| Position max, % of margin balance | 102.33 |
| Max Drawdown | 244.80 |
| Max Drawdown, % | 24.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0439 |
| Recovery Factor (Total PnL / Max DD) | 0.0351 |
| Sharpe ratio (monthly) | 0.0876 |
| Sortino ratio (monthly) | 0.1197 |
| CAGR, % | 0.36 |
| Calmar ratio (CAGR / Max DD%) | 0.0147 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -160.62 | Fee: 5.53 | Vol: 15468.35
Realized PnL by Symbol
Details
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