hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-1d-notp | exchange: Bybit
Pairs
3
Initial Balance
1000.00
Final Balance
987.50
Total PnL
-12.50 (-1.25%)
Total Trades (Win/Los)
126 (43/83)
Win Rate
34.13%
Max Drawdown
539.43 (42.65%)
Total Fees
24.64
Position avg (max), %
87.19 (131.93)
Profit Factor
1.01
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 | -22.60% | 29.10% | 15.03% | -8.15% | -4.33% | 4.43% | -15.67% | -9.68% | 3.34% | -1.04% | 28.70% | -7.98% | -2.70% |
| 2025 | -23.39% | 18.77% | -4.48% | 3.42% | 10.43% | -11.99% | 19.40% | -3.64% | -4.07% | -14.47% | 18.48% | -10.06% | -12.12% |
| 2026 | 13.73% | 5.79% | -2.39% | -4.13% | 2.60% | 0.01% | — | — | — | — | — | — | 15.54% |
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 | 987.50 |
| Min balance | 725.36 |
| Max balance | 1264.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.84 |
| Best month, % | 29.10 |
| Worst month, % | -23.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -12.50 |
| Total PnL, % | -1.25 |
| Gross profit | 1922.35 |
| Gross loss | 1900.26 |
| Trading volume (USDT) | 68463.95 |
| Total transactions (buy/sell) | 129 |
| Total fees | 24.64 |
| Funding net | -9.94 |
| Funding accrued (received) | 43.62 |
| Funding paid | 53.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 126 |
| Win Trades | 43 |
| Los Trades | 83 |
| Win Rate, % | 34.13 |
| Expectancy per trade | 0.1753 |
| Max consecutive wins | 4 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.19 |
| Position max, % of margin balance | 131.93 |
| Max Drawdown | 539.43 |
| Max Drawdown, % | 42.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0116 |
| Recovery Factor (Total PnL / Max DD) | -0.0232 |
| Sharpe ratio (monthly) | 0.2167 |
| Sortino ratio (monthly) | 0.3497 |
| CAGR, % | -0.52 |
| Calmar ratio (CAGR / Max DD%) | -0.0122 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -69.81 | Fee: 8.44 | Vol: 23459.50
Realized PnL by Symbol
Details
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