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
833.55
Total PnL
-166.45 (-16.65%)
Total Trades (Win/Los)
147 (85/62)
Win Rate
57.82%
Max Drawdown
302.23 (29.92%)
Total Fees
15.86
Position avg (max), %
37.35 (137.35)
Profit Factor
0.85
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 | -19.76% | -1.61% | 2.59% | -2.28% | 5.12% | 5.80% | 0.36% | -2.17% | -2.80% | -0.77% | 1.26% | -0.07% | -15.65% |
| 2025 | -0.48% | 2.75% | 2.44% | 3.37% | 3.16% | -10.09% | 3.50% | -10.40% | -3.00% | 6.20% | 6.09% | -8.58% | -6.94% |
| 2026 | 2.82% | 2.06% | 5.36% | -3.27% | -0.70% | 0.00% | — | — | — | — | — | — | 6.20% |
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 | 833.55 |
| Min balance | 707.74 |
| Max balance | 1009.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.60 |
| Average monthly return (arithmetic), % | -0.44 |
| Best month, % | 6.20 |
| Worst month, % | -19.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -166.45 |
| Total PnL, % | -16.65 |
| Gross profit | 863.07 |
| Gross loss | 1013.55 |
| Trading volume (USDT) | 44422.06 |
| Total transactions (buy/sell) | 150 |
| Total fees | 15.86 |
| Funding net | -0.11 |
| Funding accrued (received) | 18.30 |
| Funding paid | 18.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 147 |
| Win Trades | 85 |
| Los Trades | 62 |
| Win Rate, % | 57.82 |
| Expectancy per trade | -1.0237 |
| Max consecutive wins | 12 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.35 |
| Position max, % of margin balance | 137.35 |
| Max Drawdown | 302.23 |
| Max Drawdown, % | 29.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8515 |
| Recovery Factor (Total PnL / Max DD) | -0.5508 |
| Sharpe ratio (monthly) | -0.2699 |
| Sortino ratio (monthly) | -0.3097 |
| CAGR, % | -7.26 |
| Calmar ratio (CAGR / Max DD%) | -0.2427 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -21.46 | Fee: 5.26 | Vol: 14756.48
Realized PnL by Symbol
Details
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