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
1097.13
Total PnL
97.13 (9.71%)
Total Trades (Win/Los)
63 (40/23)
Win Rate
63.49%
Max Drawdown
163.14 (13.12%)
Total Fees
8.77
Position avg (max), %
26.12 (110.05)
Profit Factor
1.20
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 | -2.06% | 0.04% | 2.09% | -2.51% | 1.83% | -3.45% | -4.98% | 12.89% | -1.72% | 4.33% | 4.21% | -1.11% | 8.67% |
| 2025 | -8.86% | 5.60% | 0.84% | 0.73% | 0.67% | -2.23% | 4.66% | 1.51% | -1.06% | 2.68% | 5.72% | 0.36% | 10.18% |
| 2026 | 1.38% | 1.58% | -6.88% | -3.41% | -1.06% | 0.01% | — | — | — | — | — | — | -8.34% |
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 | 1097.13 |
| Min balance | 859.64 |
| Max balance | 1243.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.31 |
| Average monthly return (arithmetic), % | 0.39 |
| Best month, % | 12.89 |
| Worst month, % | -8.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 97.13 |
| Total PnL, % | 9.71 |
| Gross profit | 616.71 |
| Gross loss | 513.41 |
| Trading volume (USDT) | 24584.60 |
| Total transactions (buy/sell) | 67 |
| Total fees | 8.77 |
| Funding net | 2.60 |
| Funding accrued (received) | 17.75 |
| Funding paid | 15.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 40 |
| Los Trades | 23 |
| Win Rate, % | 63.49 |
| Expectancy per trade | 1.6397 |
| Max consecutive wins | 8 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.12 |
| Position max, % of margin balance | 110.05 |
| Max Drawdown | 163.14 |
| Max Drawdown, % | 13.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2012 |
| Recovery Factor (Total PnL / Max DD) | 0.5954 |
| Sharpe ratio (monthly) | 0.3326 |
| Sortino ratio (monthly) | 0.5328 |
| CAGR, % | 3.91 |
| Calmar ratio (CAGR / Max DD%) | 0.2983 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -81.69 | Fee: 2.97 | Vol: 8337.61
Realized PnL by Symbol
Details
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