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
868.86
Total PnL
-131.14 (-13.11%)
Total Trades (Win/Los)
69 (42/27)
Win Rate
60.87%
Max Drawdown
187.25 (17.99%)
Total Fees
9.04
Position avg (max), %
23.28 (113.50)
Profit Factor
0.81
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 | -1.77% | 1.24% | 2.06% | -2.48% | 1.80% | -1.89% | 1.48% | -5.39% | -1.66% | 4.10% | 4.57% | -1.20% | 0.39% |
| 2025 | -8.29% | 5.37% | 0.91% | 1.09% | 0.20% | -2.41% | 3.56% | 1.27% | -0.52% | -7.26% | 3.61% | 0.45% | -2.94% |
| 2026 | 1.70% | 1.93% | -11.84% | -1.94% | -0.48% | 0.01% | — | — | — | — | — | — | -10.80% |
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 | 868.86 |
| Min balance | 853.44 |
| Max balance | 1040.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.47 |
| Average monthly return (arithmetic), % | -0.39 |
| Best month, % | 5.37 |
| Worst month, % | -11.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -131.14 |
| Total PnL, % | -13.11 |
| Gross profit | 526.33 |
| Gross loss | 648.98 |
| Trading volume (USDT) | 25312.02 |
| Total transactions (buy/sell) | 73 |
| Total fees | 9.04 |
| Funding net | 0.55 |
| Funding accrued (received) | 13.57 |
| Funding paid | 13.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 69 |
| Win Trades | 42 |
| Los Trades | 27 |
| Win Rate, % | 60.87 |
| Expectancy per trade | -1.7776 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.28 |
| Position max, % of margin balance | 113.50 |
| Max Drawdown | 187.25 |
| Max Drawdown, % | 17.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8110 |
| Recovery Factor (Total PnL / Max DD) | -0.7003 |
| Sharpe ratio (monthly) | -0.3605 |
| Sortino ratio (monthly) | -0.4180 |
| CAGR, % | -5.65 |
| Calmar ratio (CAGR / Max DD%) | -0.3143 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -84.44 | Fee: 3.09 | Vol: 8660.34
Realized PnL by Symbol
Details
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