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
996.78
Total PnL
-3.22 (-0.32%)
Total Trades (Win/Los)
117 (71/46)
Win Rate
60.68%
Max Drawdown
331.03 (25.95%)
Total Fees
15.90
Position avg (max), %
31.18 (111.93)
Profit Factor
1.01
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% | 0.35% | 2.81% | 4.49% | 5.22% | 1.03% | 3.46% | 0.70% | 0.18% | -0.18% | 6.26% |
| 2025 | -0.31% | 3.96% | 0.80% | 1.25% | 3.32% | -0.48% | 5.13% | -3.37% | -2.87% | 4.81% | 5.53% | -10.86% | 5.83% |
| 2026 | -11.23% | 1.92% | -1.06% | -3.48% | 2.59% | 0.00% | — | — | — | — | — | — | -11.36% |
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 | 996.78 |
| Min balance | 818.05 |
| Max balance | 1275.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.01 |
| Average monthly return (arithmetic), % | 0.09 |
| Best month, % | 5.53 |
| Worst month, % | -11.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -3.22 |
| Total PnL, % | -0.32 |
| Gross profit | 938.06 |
| Gross loss | 929.03 |
| Trading volume (USDT) | 44571.87 |
| Total transactions (buy/sell) | 121 |
| Total fees | 15.90 |
| Funding net | 3.65 |
| Funding accrued (received) | 21.28 |
| Funding paid | 17.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 117 |
| Win Trades | 71 |
| Los Trades | 46 |
| Win Rate, % | 60.68 |
| Expectancy per trade | 0.0772 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.18 |
| Position max, % of margin balance | 111.93 |
| Max Drawdown | 331.03 |
| Max Drawdown, % | 25.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0097 |
| Recovery Factor (Total PnL / Max DD) | -0.0097 |
| Sharpe ratio (monthly) | 0.0709 |
| Sortino ratio (monthly) | 0.0868 |
| CAGR, % | -0.13 |
| Calmar ratio (CAGR / Max DD%) | -0.0051 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -13.30 | Fee: 5.55 | Vol: 15563.37
Realized PnL by Symbol
Details
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