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
823.53
Total PnL
-176.47 (-17.65%)
Total Trades (Win/Los)
136 (76/60)
Win Rate
55.88%
Max Drawdown
351.28 (33.42%)
Total Fees
15.44
Position avg (max), %
32.81 (113.56)
Profit Factor
0.84
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% | -3.73% | 2.51% | 0.79% | 6.37% | 3.65% | 2.61% | 0.69% | 3.30% | -2.24% | 0.45% | 0.01% | -2.66% |
| 2025 | -1.00% | 2.47% | 0.89% | 2.49% | 1.77% | -10.20% | 2.21% | -11.68% | -0.29% | 3.49% | 5.85% | -10.85% | -15.75% |
| 2026 | -9.45% | 1.96% | 4.21% | -3.02% | 7.62% | 0.00% | — | — | — | — | — | — | 0.42% |
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 | 823.53 |
| Min balance | 699.88 |
| Max balance | 1051.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.64 |
| Average monthly return (arithmetic), % | -0.48 |
| Best month, % | 7.62 |
| Worst month, % | -15.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -176.47 |
| Total PnL, % | -17.65 |
| Gross profit | 838.62 |
| Gross loss | 999.33 |
| Trading volume (USDT) | 43270.47 |
| Total transactions (buy/sell) | 139 |
| Total fees | 15.44 |
| Funding net | -0.32 |
| Funding accrued (received) | 16.83 |
| Funding paid | 17.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 136 |
| Win Trades | 76 |
| Los Trades | 60 |
| Win Rate, % | 55.88 |
| Expectancy per trade | -1.1817 |
| Max consecutive wins | 8 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.81 |
| Position max, % of margin balance | 113.56 |
| Max Drawdown | 351.28 |
| Max Drawdown, % | 33.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8392 |
| Recovery Factor (Total PnL / Max DD) | -0.5024 |
| Sharpe ratio (monthly) | -0.2994 |
| Sortino ratio (monthly) | -0.3424 |
| CAGR, % | -7.73 |
| Calmar ratio (CAGR / Max DD%) | -0.2312 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -23.81 | Fee: 5.13 | Vol: 14392.34
Realized PnL by Symbol
Details
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