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
806.86
Total PnL
-193.14 (-19.31%)
Total Trades (Win/Los)
102 (58/44)
Win Rate
56.86%
Max Drawdown
371.99 (36.68%)
Total Fees
11.01
Position avg (max), %
31.84 (114.69)
Profit Factor
0.77
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 | -5.86% | 0.71% | 2.16% | -0.10% | -20.25% | -14.99% | 7.80% | 3.32% | -2.92% | 0.14% | 2.29% | -1.67% | -28.56% |
| 2025 | 4.51% | 4.68% | 1.13% | -0.85% | 0.46% | -3.14% | 1.88% | 1.82% | 1.33% | 0.18% | 5.38% | 0.51% | 19.04% |
| 2026 | -1.64% | 2.29% | -6.03% | 1.41% | -1.00% | 0.01% | — | — | — | — | — | — | -5.07% |
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 | 806.86 |
| Min balance | 642.16 |
| Max balance | 1014.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.71 |
| Average monthly return (arithmetic), % | -0.55 |
| Best month, % | 7.80 |
| Worst month, % | -20.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -193.14 |
| Total PnL, % | -19.31 |
| Gross profit | 598.57 |
| Gross loss | 779.41 |
| Trading volume (USDT) | 30824.98 |
| Total transactions (buy/sell) | 106 |
| Total fees | 11.01 |
| Funding net | -1.28 |
| Funding accrued (received) | 14.35 |
| Funding paid | 15.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 58 |
| Los Trades | 44 |
| Win Rate, % | 56.86 |
| Expectancy per trade | -1.7730 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.84 |
| Position max, % of margin balance | 114.69 |
| Max Drawdown | 371.99 |
| Max Drawdown, % | 36.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7680 |
| Recovery Factor (Total PnL / Max DD) | -0.5192 |
| Sharpe ratio (monthly) | -0.3483 |
| Sortino ratio (monthly) | -0.3850 |
| CAGR, % | -8.50 |
| Calmar ratio (CAGR / Max DD%) | -0.2318 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -42.75 | Fee: 2.92 | Vol: 8190.58
Realized PnL by Symbol
Details
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