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
1243.60
Total PnL
243.60 (24.36%)
Total Trades (Win/Los)
60 (40/20)
Win Rate
66.67%
Max Drawdown
198.13 (13.75%)
Total Fees
8.53
Position avg (max), %
26.06 (100.25)
Profit Factor
1.64
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 | -3.76% | -0.18% | 2.13% | -2.56% | 1.87% | -1.08% | -8.89% | 14.60% | -1.75% | 4.43% | 4.30% | -1.13% | 6.42% |
| 2025 | 5.43% | 5.91% | 0.74% | 1.08% | 0.71% | -1.96% | 4.84% | 1.32% | -0.88% | 3.24% | 5.35% | 0.32% | 28.96% |
| 2026 | 1.21% | 1.38% | -6.58% | 0.62% | -6.00% | 0.01% | — | — | — | — | — | — | -9.33% |
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 | 1243.60 |
| Min balance | 826.40 |
| Max balance | 1441.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.73 |
| Average monthly return (arithmetic), % | 0.82 |
| Best month, % | 14.60 |
| Worst month, % | -8.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 243.60 |
| Total PnL, % | 24.36 |
| Gross profit | 660.44 |
| Gross loss | 402.80 |
| Trading volume (USDT) | 23926.22 |
| Total transactions (buy/sell) | 64 |
| Total fees | 8.53 |
| Funding net | -5.51 |
| Funding accrued (received) | 15.28 |
| Funding paid | 20.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 60 |
| Win Trades | 40 |
| Los Trades | 20 |
| Win Rate, % | 66.67 |
| Expectancy per trade | 4.2939 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.06 |
| Position max, % of margin balance | 100.25 |
| Max Drawdown | 198.13 |
| Max Drawdown, % | 13.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6396 |
| Recovery Factor (Total PnL / Max DD) | 1.2295 |
| Sharpe ratio (monthly) | 0.6587 |
| Sortino ratio (monthly) | 1.1364 |
| CAGR, % | 9.45 |
| Calmar ratio (CAGR / Max DD%) | 0.6872 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 107.40 | Fee: 2.56 | Vol: 7186.39
Realized PnL by Symbol
Details
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