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
759.10
Total PnL
-240.90 (-24.09%)
Total Trades (Win/Los)
130 (72/58)
Win Rate
55.38%
Max Drawdown
336.86 (31.98%)
Total Fees
15.45
Position avg (max), %
35.50 (121.04)
Profit Factor
0.78
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% | 0.32% | 2.60% | 4.56% | 5.21% | 0.70% | 3.32% | -2.25% | 0.86% | -0.35% | -3.28% |
| 2025 | -0.82% | 2.03% | 0.90% | 1.96% | 1.80% | -0.63% | 2.55% | -11.82% | -0.27% | 3.39% | 5.52% | -10.67% | -7.45% |
| 2026 | -10.52% | -0.16% | 0.98% | -9.94% | 4.39% | 0.00% | — | — | — | — | — | — | -15.18% |
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 | 759.10 |
| Min balance | 716.38 |
| Max balance | 1053.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.91 |
| Average monthly return (arithmetic), % | -0.76 |
| Best month, % | 5.52 |
| Worst month, % | -15.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -240.90 |
| Total PnL, % | -24.09 |
| Gross profit | 830.21 |
| Gross loss | 1057.83 |
| Trading volume (USDT) | 43285.73 |
| Total transactions (buy/sell) | 133 |
| Total fees | 15.45 |
| Funding net | 2.17 |
| Funding accrued (received) | 19.70 |
| Funding paid | 17.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 130 |
| Win Trades | 72 |
| Los Trades | 58 |
| Win Rate, % | 55.38 |
| Expectancy per trade | -1.7509 |
| Max consecutive wins | 9 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.50 |
| Position max, % of margin balance | 121.04 |
| Max Drawdown | 336.86 |
| Max Drawdown, % | 31.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7848 |
| Recovery Factor (Total PnL / Max DD) | -0.7151 |
| Sharpe ratio (monthly) | -0.4953 |
| Sortino ratio (monthly) | -0.5404 |
| CAGR, % | -10.79 |
| Calmar ratio (CAGR / Max DD%) | -0.3372 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -80.57 | Fee: 5.31 | Vol: 14890.42
Realized PnL by Symbol
Details
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