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
869.02
Total PnL
-130.98 (-13.10%)
Total Trades (Win/Los)
78 (48/30)
Win Rate
61.54%
Max Drawdown
260.83 (25.66%)
Total Fees
9.00
Position avg (max), %
26.06 (107.04)
Profit Factor
0.82
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 | -2.06% | 0.04% | 2.09% | 0.96% | -0.80% | -2.43% | -15.02% | 2.62% | -1.85% | 4.20% | 1.52% | -1.38% | -12.72% |
| 2025 | -10.34% | 4.85% | 1.07% | 0.57% | 0.43% | -5.30% | 2.98% | 1.62% | 1.58% | 0.33% | 3.99% | 0.49% | 1.29% |
| 2026 | -0.25% | 2.17% | 1.14% | -3.14% | -1.51% | 0.01% | — | — | — | — | — | — | -1.66% |
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 | 869.02 |
| Min balance | 755.70 |
| Max balance | 1016.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.47 |
| Average monthly return (arithmetic), % | -0.38 |
| Best month, % | 4.85 |
| Worst month, % | -15.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -130.98 |
| Total PnL, % | -13.10 |
| Gross profit | 577.81 |
| Gross loss | 700.42 |
| Trading volume (USDT) | 25192.20 |
| Total transactions (buy/sell) | 82 |
| Total fees | 9.00 |
| Funding net | 0.62 |
| Funding accrued (received) | 13.88 |
| Funding paid | 13.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 78 |
| Win Trades | 48 |
| Los Trades | 30 |
| Win Rate, % | 61.54 |
| Expectancy per trade | -1.5719 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.06 |
| Position max, % of margin balance | 107.04 |
| Max Drawdown | 260.83 |
| Max Drawdown, % | 25.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8250 |
| Recovery Factor (Total PnL / Max DD) | -0.5022 |
| Sharpe ratio (monthly) | -0.3307 |
| Sortino ratio (monthly) | -0.3666 |
| CAGR, % | -5.65 |
| Calmar ratio (CAGR / Max DD%) | -0.2201 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -183.88 | Fee: 2.86 | Vol: 8029.03
Realized PnL by Symbol
Details
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