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
815.03
Total PnL
-184.97 (-18.50%)
Total Trades (Win/Los)
86 (31/55)
Win Rate
36.05%
Max Drawdown
553.04 (44.29%)
Total Fees
16.90
Position avg (max), %
89.55 (137.35)
Profit Factor
0.91
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 | -19.76% | 19.14% | 30.39% | -14.71% | -7.56% | 2.88% | -2.28% | -19.03% | -4.29% | -0.75% | 29.75% | -4.25% | -5.60% |
| 2025 | -4.99% | 0.24% | 4.65% | -3.91% | 19.25% | -14.51% | 6.47% | -6.21% | -6.33% | 2.39% | 18.61% | -10.46% | -0.70% |
| 2026 | -1.86% | 10.32% | -6.53% | -9.80% | -4.71% | 0.02% | — | — | — | — | — | — | -13.00% |
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 | 815.03 |
| Min balance | 695.59 |
| Max balance | 1248.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.68 |
| Average monthly return (arithmetic), % | 0.07 |
| Best month, % | 30.39 |
| Worst month, % | -19.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -184.97 |
| Total PnL, % | -18.50 |
| Gross profit | 1569.28 |
| Gross loss | 1727.27 |
| Trading volume (USDT) | 46956.56 |
| Total transactions (buy/sell) | 89 |
| Total fees | 16.90 |
| Funding net | -10.09 |
| Funding accrued (received) | 44.53 |
| Funding paid | 54.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 31 |
| Los Trades | 55 |
| Win Rate, % | 36.05 |
| Expectancy per trade | -1.8371 |
| Max consecutive wins | 6 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.55 |
| Position max, % of margin balance | 137.35 |
| Max Drawdown | 553.04 |
| Max Drawdown, % | 44.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9085 |
| Recovery Factor (Total PnL / Max DD) | -0.3345 |
| Sharpe ratio (monthly) | 0.0198 |
| Sortino ratio (monthly) | 0.0333 |
| CAGR, % | -8.12 |
| Calmar ratio (CAGR / Max DD%) | -0.1834 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -220.17 | Fee: 5.56 | Vol: 15465.03
Realized PnL by Symbol
Details
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