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
1131.93
Total PnL
131.93 (13.19%)
Total Trades (Win/Los)
77 (47/30)
Win Rate
61.04%
Max Drawdown
181.32 (14.65%)
Total Fees
10.42
Position avg (max), %
25.56 (112.14)
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 | -6.65% | 0.72% | 2.18% | -2.62% | -4.09% | 4.60% | 1.59% | -5.35% | -1.72% | 4.25% | 4.80% | -1.26% | -4.33% |
| 2025 | 4.89% | 5.66% | 0.83% | 0.72% | 0.68% | -2.20% | 4.28% | 1.76% | 1.75% | -2.03% | 5.87% | 0.36% | 24.56% |
| 2026 | 1.39% | 1.58% | -11.48% | 0.64% | 3.55% | 0.01% | — | — | — | — | — | — | -4.97% |
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 | 1131.93 |
| Min balance | 848.94 |
| Max balance | 1237.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 5.87 |
| Worst month, % | -11.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 131.93 |
| Total PnL, % | 13.19 |
| Gross profit | 699.22 |
| Gross loss | 559.19 |
| Trading volume (USDT) | 29224.60 |
| Total transactions (buy/sell) | 81 |
| Total fees | 10.42 |
| Funding net | 2.31 |
| Funding accrued (received) | 16.92 |
| Funding paid | 14.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 77 |
| Win Trades | 47 |
| Los Trades | 30 |
| Win Rate, % | 61.04 |
| Expectancy per trade | 1.8187 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 25.56 |
| Position max, % of margin balance | 112.14 |
| Max Drawdown | 181.32 |
| Max Drawdown, % | 14.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2504 |
| Recovery Factor (Total PnL / Max DD) | 0.7276 |
| Sharpe ratio (monthly) | 0.4444 |
| Sortino ratio (monthly) | 0.5987 |
| CAGR, % | 5.27 |
| Calmar ratio (CAGR / Max DD%) | 0.3595 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 88.79 | Fee: 3.23 | Vol: 9087.07
Realized PnL by Symbol
Details
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