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
991.30
Total PnL
-8.70 (-0.87%)
Total Trades (Win/Los)
141 (84/57)
Win Rate
59.57%
Max Drawdown
210.52 (19.62%)
Total Fees
17.29
Position avg (max), %
34.48 (108.58)
Profit Factor
1.01
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 | -15.32% | 0.93% | 2.39% | 0.48% | 3.66% | 5.67% | 3.77% | -3.60% | -0.67% | -2.32% | 0.89% | -2.91% | -8.44% |
| 2025 | 4.41% | 1.86% | -1.17% | 3.17% | 1.82% | 1.04% | 4.16% | -12.98% | -1.16% | 4.69% | 5.50% | -10.61% | -1.32% |
| 2026 | 6.49% | -0.57% | 0.86% | -0.82% | 3.61% | 0.00% | — | — | — | — | — | — | 9.74% |
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 | 991.30 |
| Min balance | 804.36 |
| Max balance | 1072.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.03 |
| Average monthly return (arithmetic), % | 0.11 |
| Best month, % | 6.49 |
| Worst month, % | -15.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -8.70 |
| Total PnL, % | -0.87 |
| Gross profit | 967.65 |
| Gross loss | 958.80 |
| Trading volume (USDT) | 48451.36 |
| Total transactions (buy/sell) | 144 |
| Total fees | 17.29 |
| Funding net | -0.26 |
| Funding accrued (received) | 19.09 |
| Funding paid | 19.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 141 |
| Win Trades | 84 |
| Los Trades | 57 |
| Win Rate, % | 59.57 |
| Expectancy per trade | 0.0628 |
| Max consecutive wins | 11 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.48 |
| Position max, % of margin balance | 108.58 |
| Max Drawdown | 210.52 |
| Max Drawdown, % | 19.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0092 |
| Recovery Factor (Total PnL / Max DD) | -0.0413 |
| Sharpe ratio (monthly) | 0.0740 |
| Sortino ratio (monthly) | 0.0882 |
| CAGR, % | -0.36 |
| Calmar ratio (CAGR / Max DD%) | -0.0184 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -40.76 | Fee: 5.49 | Vol: 15420.42
Realized PnL by Symbol
Details
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