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
948.36
Total PnL
-51.64 (-5.16%)
Total Trades (Win/Los)
72 (43/29)
Win Rate
59.72%
Max Drawdown
158.51 (15.05%)
Total Fees
9.32
Position avg (max), %
23.72 (111.24)
Profit Factor
0.93
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 | -3.24% | 0.82% | 2.10% | -2.53% | 1.84% | -1.48% | 1.55% | -5.09% | -1.68% | 4.20% | 4.61% | -1.21% | -0.61% |
| 2025 | -7.74% | 5.39% | 0.91% | 1.09% | 0.20% | -2.42% | 3.84% | 1.27% | -0.52% | -5.78% | 5.57% | 0.43% | 1.36% |
| 2026 | 1.64% | 1.87% | -11.74% | 0.53% | 2.51% | 0.01% | — | — | — | — | — | — | -5.81% |
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 | 948.36 |
| Min balance | 885.40 |
| Max balance | 1053.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.17 |
| Average monthly return (arithmetic), % | -0.10 |
| Best month, % | 5.57 |
| Worst month, % | -11.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -51.64 |
| Total PnL, % | -5.16 |
| Gross profit | 580.11 |
| Gross loss | 622.56 |
| Trading volume (USDT) | 26101.29 |
| Total transactions (buy/sell) | 76 |
| Total fees | 9.32 |
| Funding net | 0.13 |
| Funding accrued (received) | 13.72 |
| Funding paid | 13.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 72 |
| Win Trades | 43 |
| Los Trades | 29 |
| Win Rate, % | 59.72 |
| Expectancy per trade | -0.5896 |
| Max consecutive wins | 8 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.72 |
| Position max, % of margin balance | 111.24 |
| Max Drawdown | 158.51 |
| Max Drawdown, % | 15.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9318 |
| Recovery Factor (Total PnL / Max DD) | -0.3258 |
| Sharpe ratio (monthly) | -0.0931 |
| Sortino ratio (monthly) | -0.1137 |
| CAGR, % | -2.17 |
| Calmar ratio (CAGR / Max DD%) | -0.1443 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -21.03 | Fee: 3.07 | Vol: 8608.76
Realized PnL by Symbol
Details
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