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
910.32
Total PnL
-89.68 (-8.97%)
Total Trades (Win/Los)
125 (58/67)
Win Rate
46.40%
Max Drawdown
290.75 (28.66%)
Total Fees
15.85
Position avg (max), %
23.91 (94.83)
Profit Factor
0.89
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 | -6.03% | 1.51% | 2.14% | -2.58% | -8.64% | -2.62% | -1.85% | -6.74% | -1.10% | -0.69% | 1.91% | -1.57% | -23.86% |
| 2025 | 5.17% | 3.19% | 1.07% | -0.82% | 0.24% | -2.29% | 4.82% | 2.57% | 1.78% | -4.74% | 4.80% | 0.49% | 16.96% |
| 2026 | 1.90% | 2.11% | -7.30% | 6.85% | -0.77% | 0.01% | — | — | — | — | — | — | 2.27% |
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 | 910.32 |
| Min balance | 723.58 |
| Max balance | 1014.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.31 |
| Average monthly return (arithmetic), % | -0.24 |
| Best month, % | 6.85 |
| Worst month, % | -8.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -89.68 |
| Total PnL, % | -8.97 |
| Gross profit | 605.03 |
| Gross loss | 677.01 |
| Trading volume (USDT) | 44283.16 |
| Total transactions (buy/sell) | 129 |
| Total fees | 15.85 |
| Funding net | -1.86 |
| Funding accrued (received) | 11.21 |
| Funding paid | 13.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 125 |
| Win Trades | 58 |
| Los Trades | 67 |
| Win Rate, % | 46.40 |
| Expectancy per trade | -0.5758 |
| Max consecutive wins | 10 |
| Max consecutive losses | 19 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.91 |
| Position max, % of margin balance | 94.83 |
| Max Drawdown | 290.75 |
| Max Drawdown, % | 28.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8937 |
| Recovery Factor (Total PnL / Max DD) | -0.3085 |
| Sharpe ratio (monthly) | -0.2231 |
| Sortino ratio (monthly) | -0.2829 |
| CAGR, % | -3.82 |
| Calmar ratio (CAGR / Max DD%) | -0.1331 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -179.96 | Fee: 7.36 | Vol: 20535.34
Realized PnL by Symbol
Details
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