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
873.93
Total PnL
-126.07 (-12.61%)
Total Trades (Win/Los)
78 (47/31)
Win Rate
60.26%
Max Drawdown
263.20 (25.89%)
Total Fees
9.06
Position avg (max), %
26.01 (107.04)
Profit Factor
0.83
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 | -10.12% | 4.92% | 1.07% | 0.92% | 0.43% | -5.46% | 2.97% | 1.63% | 1.58% | 0.33% | 3.97% | 0.49% | 1.75% |
| 2026 | -0.25% | 2.16% | 1.23% | -3.13% | -1.51% | 0.01% | — | — | — | — | — | — | -1.56% |
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 | 873.93 |
| Min balance | 753.33 |
| Max balance | 1016.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.45 |
| Average monthly return (arithmetic), % | -0.36 |
| Best month, % | 4.92 |
| Worst month, % | -15.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -126.07 |
| Total PnL, % | -12.61 |
| Gross profit | 583.33 |
| Gross loss | 700.96 |
| Trading volume (USDT) | 25365.70 |
| Total transactions (buy/sell) | 82 |
| Total fees | 9.06 |
| Funding net | 0.61 |
| Funding accrued (received) | 13.88 |
| Funding paid | 13.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 78 |
| Win Trades | 47 |
| Los Trades | 31 |
| Win Rate, % | 60.26 |
| Expectancy per trade | -1.5080 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.01 |
| Position max, % of margin balance | 107.04 |
| Max Drawdown | 263.20 |
| Max Drawdown, % | 25.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8322 |
| Recovery Factor (Total PnL / Max DD) | -0.4790 |
| Sharpe ratio (monthly) | -0.3152 |
| Sortino ratio (monthly) | -0.3503 |
| CAGR, % | -5.43 |
| Calmar ratio (CAGR / Max DD%) | -0.2096 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -182.27 | Fee: 2.86 | Vol: 8030.64
Realized PnL by Symbol
Details
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