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
883.81
Total PnL
-116.19 (-11.62%)
Total Trades (Win/Los)
151 (91/60)
Win Rate
60.26%
Max Drawdown
335.16 (33.19%)
Total Fees
16.05
Position avg (max), %
33.83 (107.29)
Profit Factor
0.90
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 | -13.62% | 0.58% | 2.35% | -1.39% | -1.69% | 3.44% | 3.75% | -3.72% | -8.48% | -0.94% | 1.77% | -2.62% | -19.97% |
| 2025 | 3.88% | 1.98% | -1.34% | 2.89% | 2.10% | -10.15% | 5.37% | -11.12% | -1.58% | 3.20% | 5.75% | -9.74% | -10.42% |
| 2026 | 5.65% | 2.00% | 4.72% | 1.55% | 7.60% | 0.00% | — | — | — | — | — | — | 23.31% |
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 | 883.81 |
| Min balance | 674.81 |
| Max balance | 1009.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.41 |
| Average monthly return (arithmetic), % | -0.26 |
| Best month, % | 7.60 |
| Worst month, % | -13.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -116.19 |
| Total PnL, % | -11.62 |
| Gross profit | 870.93 |
| Gross loss | 969.81 |
| Trading volume (USDT) | 44964.66 |
| Total transactions (buy/sell) | 154 |
| Total fees | 16.05 |
| Funding net | -1.25 |
| Funding accrued (received) | 15.62 |
| Funding paid | 16.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 151 |
| Win Trades | 91 |
| Los Trades | 60 |
| Win Rate, % | 60.26 |
| Expectancy per trade | -0.6548 |
| Max consecutive wins | 13 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.83 |
| Position max, % of margin balance | 107.29 |
| Max Drawdown | 335.16 |
| Max Drawdown, % | 33.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8980 |
| Recovery Factor (Total PnL / Max DD) | -0.3467 |
| Sharpe ratio (monthly) | -0.1678 |
| Sortino ratio (monthly) | -0.1998 |
| CAGR, % | -4.99 |
| Calmar ratio (CAGR / Max DD%) | -0.1502 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 25.72 | Fee: 4.73 | Vol: 13291.92
Realized PnL by Symbol
Details
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