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
948.07
Total PnL
-51.93 (-5.19%)
Total Trades (Win/Los)
108 (41/67)
Win Rate
37.96%
Max Drawdown
621.54 (45.56%)
Total Fees
23.56
Position avg (max), %
87.89 (122.77)
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 | -27.16% | 42.66% | 19.77% | -5.50% | 0.44% | 2.19% | -15.69% | -8.93% | -0.18% | -0.63% | 28.72% | -10.11% | 6.38% |
| 2025 | -15.20% | 14.46% | 0.01% | 1.80% | 17.43% | -13.39% | 18.17% | -12.19% | -5.83% | -21.09% | 23.08% | -14.22% | -18.17% |
| 2026 | 10.72% | 5.47% | -3.38% | -4.63% | 1.25% | 0.01% | — | — | — | — | — | — | 8.97% |
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 | 948.07 |
| Min balance | 710.99 |
| Max balance | 1364.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.18 |
| Average monthly return (arithmetic), % | 0.94 |
| Best month, % | 42.66 |
| Worst month, % | -27.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -51.93 |
| Total PnL, % | -5.19 |
| Gross profit | 1973.88 |
| Gross loss | 1987.57 |
| Trading volume (USDT) | 65476.99 |
| Total transactions (buy/sell) | 111 |
| Total fees | 23.56 |
| Funding net | -14.67 |
| Funding accrued (received) | 46.49 |
| Funding paid | 61.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 108 |
| Win Trades | 41 |
| Los Trades | 67 |
| Win Rate, % | 37.96 |
| Expectancy per trade | -0.1268 |
| Max consecutive wins | 6 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.89 |
| Position max, % of margin balance | 122.77 |
| Max Drawdown | 621.54 |
| Max Drawdown, % | 45.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9931 |
| Recovery Factor (Total PnL / Max DD) | -0.0835 |
| Sharpe ratio (monthly) | 0.2121 |
| Sortino ratio (monthly) | 0.3573 |
| CAGR, % | -2.18 |
| Calmar ratio (CAGR / Max DD%) | -0.0479 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -153.96 | Fee: 7.99 | Vol: 22209.44
Realized PnL by Symbol
Details
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