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
949.88
Total PnL
-50.12 (-5.01%)
Total Trades (Win/Los)
85 (55/30)
Win Rate
64.71%
Max Drawdown
252.89 (24.80%)
Total Fees
9.86
Position avg (max), %
26.62 (106.62)
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 | -1.64% | 0.04% | 2.08% | 0.84% | -0.80% | -2.42% | -14.97% | 1.25% | -1.87% | 4.24% | 2.07% | -1.38% | -13.09% |
| 2025 | -8.37% | 5.21% | 1.05% | 0.90% | 0.42% | 0.46% | 2.75% | 1.44% | 1.48% | -4.28% | 3.87% | 0.48% | 4.78% |
| 2026 | -0.65% | 2.11% | -0.12% | 0.27% | 2.66% | 0.00% | — | — | — | — | — | — | 4.31% |
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 | 949.88 |
| Min balance | 766.71 |
| Max balance | 1019.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.17 |
| Average monthly return (arithmetic), % | -0.10 |
| Best month, % | 5.21 |
| Worst month, % | -14.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -50.12 |
| Total PnL, % | -5.01 |
| Gross profit | 623.14 |
| Gross loss | 664.45 |
| Trading volume (USDT) | 27613.29 |
| Total transactions (buy/sell) | 89 |
| Total fees | 9.86 |
| Funding net | 1.05 |
| Funding accrued (received) | 14.71 |
| Funding paid | 13.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 55 |
| Los Trades | 30 |
| Win Rate, % | 64.71 |
| Expectancy per trade | -0.4859 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.62 |
| Position max, % of margin balance | 106.62 |
| Max Drawdown | 252.89 |
| Max Drawdown, % | 24.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9378 |
| Recovery Factor (Total PnL / Max DD) | -0.1982 |
| Sharpe ratio (monthly) | -0.0882 |
| Sortino ratio (monthly) | -0.1004 |
| CAGR, % | -2.11 |
| Calmar ratio (CAGR / Max DD%) | -0.0849 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -142.65 | Fee: 2.86 | Vol: 8026.89
Realized PnL by Symbol
Details
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