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
1201.97
Total PnL
201.97 (20.20%)
Total Trades (Win/Los)
61 (39/22)
Win Rate
63.93%
Max Drawdown
204.12 (18.33%)
Total Fees
8.10
Position avg (max), %
23.70 (125.78)
Profit Factor
1.56
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% | 1.52% | 2.09% | -2.52% | 1.84% | -1.06% | -8.74% | 14.44% | -1.72% | 4.35% | 4.23% | -1.11% | 8.15% |
| 2025 | -9.74% | 5.82% | 0.85% | 0.74% | 0.78% | -2.26% | 4.71% | 1.52% | 1.80% | 0.22% | 3.01% | 0.37% | 7.18% |
| 2026 | 1.43% | 1.63% | -7.00% | 1.13% | 6.98% | 0.01% | — | — | — | — | — | — | 3.72% |
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 | 1201.97 |
| Min balance | 842.81 |
| Max balance | 1221.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.62 |
| Average monthly return (arithmetic), % | 0.72 |
| Best month, % | 14.44 |
| Worst month, % | -9.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 201.97 |
| Total PnL, % | 20.20 |
| Gross profit | 596.44 |
| Gross loss | 382.95 |
| Trading volume (USDT) | 22736.45 |
| Total transactions (buy/sell) | 65 |
| Total fees | 8.10 |
| Funding net | -3.42 |
| Funding accrued (received) | 13.13 |
| Funding paid | 16.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 61 |
| Win Trades | 39 |
| Los Trades | 22 |
| Win Rate, % | 63.93 |
| Expectancy per trade | 3.4998 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.70 |
| Position max, % of margin balance | 125.78 |
| Max Drawdown | 204.12 |
| Max Drawdown, % | 18.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5575 |
| Recovery Factor (Total PnL / Max DD) | 0.9895 |
| Sharpe ratio (monthly) | 0.5480 |
| Sortino ratio (monthly) | 0.8598 |
| CAGR, % | 7.92 |
| Calmar ratio (CAGR / Max DD%) | 0.4318 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 104.31 | Fee: 2.45 | Vol: 6890.54
Realized PnL by Symbol
Details
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