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
972.02
Total PnL
-27.98 (-2.80%)
Total Trades (Win/Los)
120 (42/78)
Win Rate
35.00%
Max Drawdown
543.88 (43.68%)
Total Fees
23.29
Position avg (max), %
87.07 (128.68)
Profit Factor
1.00
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 | -23.25% | 27.65% | 15.33% | -8.04% | -5.19% | 4.61% | -17.06% | -10.59% | 3.13% | -1.36% | 29.08% | -8.58% | -8.26% |
| 2025 | -21.58% | 16.46% | 1.75% | 2.27% | 17.88% | -11.28% | 19.16% | -4.78% | -4.16% | -19.16% | 20.27% | -11.65% | -7.18% |
| 2026 | 13.21% | 5.84% | -2.41% | -4.47% | 2.22% | 0.01% | — | — | — | — | — | — | 14.21% |
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 | 972.02 |
| Min balance | 701.38 |
| Max balance | 1245.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.09 |
| Average monthly return (arithmetic), % | 0.84 |
| Best month, % | 29.08 |
| Worst month, % | -23.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -27.98 |
| Total PnL, % | -2.80 |
| Gross profit | 1865.39 |
| Gross loss | 1860.26 |
| Trading volume (USDT) | 64706.01 |
| Total transactions (buy/sell) | 123 |
| Total fees | 23.29 |
| Funding net | -9.83 |
| Funding accrued (received) | 43.22 |
| Funding paid | 53.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 120 |
| Win Trades | 42 |
| Los Trades | 78 |
| Win Rate, % | 35.00 |
| Expectancy per trade | 0.0428 |
| Max consecutive wins | 4 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.07 |
| Position max, % of margin balance | 128.68 |
| Max Drawdown | 543.88 |
| Max Drawdown, % | 43.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0028 |
| Recovery Factor (Total PnL / Max DD) | -0.0515 |
| Sharpe ratio (monthly) | 0.2116 |
| Sortino ratio (monthly) | 0.3357 |
| CAGR, % | -1.17 |
| Calmar ratio (CAGR / Max DD%) | -0.0268 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -88.66 | Fee: 7.95 | Vol: 22100.16
Realized PnL by Symbol
Details
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