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
965.43
Total PnL
-34.57 (-3.46%)
Total Trades (Win/Los)
106 (66/40)
Win Rate
62.26%
Max Drawdown
296.80 (25.94%)
Total Fees
12.97
Position avg (max), %
33.40 (106.33)
Profit Factor
0.97
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% | -9.35% | 2.50% | -0.80% | -0.35% | 4.51% | -0.52% | 1.84% | 1.77% | 3.90% | 0.93% | -0.46% | -6.93% |
| 2025 | -1.37% | 1.33% | 0.95% | 2.00% | 3.40% | -0.72% | 4.69% | 1.24% | -0.69% | 3.47% | 5.54% | -10.59% | 8.57% |
| 2026 | -10.62% | 2.12% | 0.52% | 1.18% | 2.93% | 0.00% | — | — | — | — | — | — | -4.45% |
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 | 965.43 |
| Min balance | 744.71 |
| Max balance | 1144.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.12 |
| Average monthly return (arithmetic), % | -0.02 |
| Best month, % | 5.54 |
| Worst month, % | -10.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -34.57 |
| Total PnL, % | -3.46 |
| Gross profit | 873.56 |
| Gross loss | 898.25 |
| Trading volume (USDT) | 36351.15 |
| Total transactions (buy/sell) | 110 |
| Total fees | 12.97 |
| Funding net | 3.10 |
| Funding accrued (received) | 20.10 |
| Funding paid | 17.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 106 |
| Win Trades | 66 |
| Los Trades | 40 |
| Win Rate, % | 62.26 |
| Expectancy per trade | -0.2330 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.40 |
| Position max, % of margin balance | 106.33 |
| Max Drawdown | 296.80 |
| Max Drawdown, % | 25.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9725 |
| Recovery Factor (Total PnL / Max DD) | -0.1165 |
| Sharpe ratio (monthly) | -0.0150 |
| Sortino ratio (monthly) | -0.0175 |
| CAGR, % | -1.45 |
| Calmar ratio (CAGR / Max DD%) | -0.0558 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -193.39 | Fee: 4.56 | Vol: 12777.74
Realized PnL by Symbol
Details
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