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
980.36
Total PnL
-19.64 (-1.96%)
Total Trades (Win/Los)
94 (55/39)
Win Rate
58.51%
Max Drawdown
245.50 (24.21%)
Total Fees
11.21
Position avg (max), %
25.45 (109.96)
Profit Factor
0.99
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% | 2.71% | 2.12% | -2.55% | -8.90% | -2.06% | 1.01% | -3.46% | -2.90% | 0.73% | 1.23% | -1.47% | -18.33% |
| 2025 | 5.05% | 5.38% | 0.97% | -0.45% | 0.22% | -1.66% | 5.14% | 2.12% | 1.69% | -2.77% | 4.74% | 0.43% | 22.48% |
| 2026 | 3.27% | 1.85% | -10.35% | 1.35% | 2.60% | 0.01% | — | — | — | — | — | — | -1.94% |
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 | 980.36 |
| Min balance | 768.65 |
| Max balance | 1062.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.01 |
| Best month, % | 5.38 |
| Worst month, % | -10.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -19.64 |
| Total PnL, % | -1.96 |
| Gross profit | 644.47 |
| Gross loss | 652.29 |
| Trading volume (USDT) | 31405.55 |
| Total transactions (buy/sell) | 98 |
| Total fees | 11.21 |
| Funding net | -0.61 |
| Funding accrued (received) | 13.55 |
| Funding paid | 14.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 94 |
| Win Trades | 55 |
| Los Trades | 39 |
| Win Rate, % | 58.51 |
| Expectancy per trade | -0.0832 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 25.45 |
| Position max, % of margin balance | 109.96 |
| Max Drawdown | 245.50 |
| Max Drawdown, % | 24.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9880 |
| Recovery Factor (Total PnL / Max DD) | -0.0800 |
| Sharpe ratio (monthly) | 0.0060 |
| Sortino ratio (monthly) | 0.0075 |
| CAGR, % | -0.82 |
| Calmar ratio (CAGR / Max DD%) | -0.0338 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -54.61 | Fee: 3.32 | Vol: 9319.82
Realized PnL by Symbol
Details
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