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
942.68
Total PnL
-57.32 (-5.73%)
Total Trades (Win/Los)
120 (69/51)
Win Rate
57.50%
Max Drawdown
396.05 (30.83%)
Total Fees
16.40
Position avg (max), %
32.55 (123.53)
Profit Factor
0.96
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 | -9.92% | -3.46% | 2.35% | 0.85% | 2.85% | 3.45% | 5.48% | 1.03% | 3.46% | 0.70% | 0.34% | -0.12% | 6.28% |
| 2025 | -0.31% | 4.44% | 0.80% | 1.25% | 3.31% | -0.48% | 5.34% | -3.35% | -2.85% | 4.78% | 5.56% | -10.77% | 6.65% |
| 2026 | -11.41% | 1.90% | -1.75% | -10.22% | 4.45% | 0.00% | — | — | — | — | — | — | -16.83% |
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 | 942.68 |
| Min balance | 818.05 |
| Max balance | 1284.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | -0.08 |
| Best month, % | 5.56 |
| Worst month, % | -11.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -57.32 |
| Total PnL, % | -5.73 |
| Gross profit | 938.98 |
| Gross loss | 982.89 |
| Trading volume (USDT) | 45971.00 |
| Total transactions (buy/sell) | 124 |
| Total fees | 16.40 |
| Funding net | 2.99 |
| Funding accrued (received) | 21.71 |
| Funding paid | 18.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 120 |
| Win Trades | 69 |
| Los Trades | 51 |
| Win Rate, % | 57.50 |
| Expectancy per trade | -0.3659 |
| Max consecutive wins | 9 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.55 |
| Position max, % of margin balance | 123.53 |
| Max Drawdown | 396.05 |
| Max Drawdown, % | 30.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9553 |
| Recovery Factor (Total PnL / Max DD) | -0.1447 |
| Sharpe ratio (monthly) | -0.0550 |
| Sortino ratio (monthly) | -0.0658 |
| CAGR, % | -2.41 |
| Calmar ratio (CAGR / Max DD%) | -0.0783 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -10.98 | Fee: 5.55 | Vol: 15564.06
Realized PnL by Symbol
Details
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