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
814.28
Total PnL
-185.72 (-18.57%)
Total Trades (Win/Los)
127 (73/54)
Win Rate
57.48%
Max Drawdown
291.87 (27.45%)
Total Fees
15.12
Position avg (max), %
33.62 (109.81)
Profit Factor
0.83
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% | -0.22% | 2.56% | 4.59% | 4.99% | 0.70% | 3.35% | -2.27% | 0.87% | -0.45% | -4.09% |
| 2025 | -0.83% | 1.52% | 0.91% | 1.15% | 4.99% | -0.62% | 2.56% | -11.87% | -0.19% | 4.00% | 5.46% | -10.98% | -5.57% |
| 2026 | -10.48% | 2.05% | -0.79% | -3.37% | 2.67% | 0.00% | — | — | — | — | — | — | -10.08% |
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 | 814.28 |
| Min balance | 765.97 |
| Max balance | 1063.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.68 |
| Average monthly return (arithmetic), % | -0.54 |
| Best month, % | 5.46 |
| Worst month, % | -15.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -185.72 |
| Total PnL, % | -18.57 |
| Gross profit | 848.83 |
| Gross loss | 1021.91 |
| Trading volume (USDT) | 42365.13 |
| Total transactions (buy/sell) | 130 |
| Total fees | 15.12 |
| Funding net | 2.49 |
| Funding accrued (received) | 19.24 |
| Funding paid | 16.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 127 |
| Win Trades | 73 |
| Los Trades | 54 |
| Win Rate, % | 57.48 |
| Expectancy per trade | -1.3629 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.62 |
| Position max, % of margin balance | 109.81 |
| Max Drawdown | 291.87 |
| Max Drawdown, % | 27.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8306 |
| Recovery Factor (Total PnL / Max DD) | -0.6363 |
| Sharpe ratio (monthly) | -0.3649 |
| Sortino ratio (monthly) | -0.4069 |
| CAGR, % | -8.16 |
| Calmar ratio (CAGR / Max DD%) | -0.2972 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -98.95 | Fee: 5.32 | Vol: 14922.34
Realized PnL by Symbol
Details
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