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
864.12
Total PnL
-135.88 (-13.59%)
Total Trades (Win/Los)
90 (34/56)
Win Rate
37.78%
Max Drawdown
577.38 (44.60%)
Total Fees
18.55
Position avg (max), %
90.60 (129.17)
Profit Factor
0.94
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 | -15.74% | 18.91% | 28.99% | -12.61% | -7.71% | 4.59% | -2.25% | -22.26% | -3.78% | -0.77% | 31.12% | -4.23% | -0.69% |
| 2025 | -6.28% | 1.73% | 2.05% | -8.71% | 19.60% | -13.76% | 7.00% | -2.92% | -6.17% | 2.68% | 18.99% | -10.39% | -2.23% |
| 2026 | 0.13% | 10.28% | -6.52% | -10.17% | -3.98% | 0.02% | — | — | — | — | — | — | -10.95% |
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 | 864.12 |
| Min balance | 717.25 |
| Max balance | 1294.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.48 |
| Average monthly return (arithmetic), % | 0.26 |
| Best month, % | 31.12 |
| Worst month, % | -22.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -135.88 |
| Total PnL, % | -13.59 |
| Gross profit | 1670.56 |
| Gross loss | 1778.32 |
| Trading volume (USDT) | 51535.12 |
| Total transactions (buy/sell) | 93 |
| Total fees | 18.55 |
| Funding net | -9.57 |
| Funding accrued (received) | 47.31 |
| Funding paid | 56.89 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 34 |
| Los Trades | 56 |
| Win Rate, % | 37.78 |
| Expectancy per trade | -1.1973 |
| Max consecutive wins | 6 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.60 |
| Position max, % of margin balance | 129.17 |
| Max Drawdown | 577.38 |
| Max Drawdown, % | 44.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9394 |
| Recovery Factor (Total PnL / Max DD) | -0.2353 |
| Sharpe ratio (monthly) | 0.0721 |
| Sortino ratio (monthly) | 0.1230 |
| CAGR, % | -5.87 |
| Calmar ratio (CAGR / Max DD%) | -0.1316 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -139.39 | Fee: 5.77 | Vol: 16042.50
Realized PnL by Symbol
Details
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