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
929.12
Total PnL
-70.88 (-7.09%)
Total Trades (Win/Los)
112 (69/43)
Win Rate
61.61%
Max Drawdown
287.53 (25.60%)
Total Fees
14.07
Position avg (max), %
33.42 (108.07)
Profit Factor
0.94
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% | -4.41% | 2.38% | 0.42% | 3.48% | 3.62% | -1.29% | 0.56% | 1.84% | 3.84% | 0.72% | -0.40% | -0.05% |
| 2025 | -1.37% | 2.67% | 0.87% | 1.86% | 3.44% | -10.10% | 4.45% | 1.26% | -0.70% | 3.36% | 5.65% | -10.35% | -0.52% |
| 2026 | -10.52% | 2.15% | 0.48% | 0.21% | 1.54% | 0.00% | — | — | — | — | — | — | -6.55% |
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 | 929.12 |
| Min balance | 805.78 |
| Max balance | 1123.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.24 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 5.65 |
| Worst month, % | -10.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -70.88 |
| Total PnL, % | -7.09 |
| Gross profit | 887.02 |
| Gross loss | 945.70 |
| Trading volume (USDT) | 39403.15 |
| Total transactions (buy/sell) | 116 |
| Total fees | 14.07 |
| Funding net | 1.86 |
| Funding accrued (received) | 20.07 |
| Funding paid | 18.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 69 |
| Los Trades | 43 |
| Win Rate, % | 61.61 |
| Expectancy per trade | -0.5239 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.42 |
| Position max, % of margin balance | 108.07 |
| Max Drawdown | 287.53 |
| Max Drawdown, % | 25.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9380 |
| Recovery Factor (Total PnL / Max DD) | -0.2465 |
| Sharpe ratio (monthly) | -0.1115 |
| Sortino ratio (monthly) | -0.1285 |
| CAGR, % | -3.00 |
| Calmar ratio (CAGR / Max DD%) | -0.1171 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -116.06 | Fee: 4.69 | Vol: 13139.34
Realized PnL by Symbol
Details
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