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
730.89
Total PnL
-269.11 (-26.91%)
Total Trades (Win/Los)
78 (25/53)
Win Rate
32.05%
Max Drawdown
532.71 (42.78%)
Total Fees
15.16
Position avg (max), %
89.17 (136.00)
Profit Factor
0.85
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 | -22.49% | 20.31% | 31.15% | -18.97% | -6.46% | 0.97% | 1.26% | -12.09% | -3.07% | -1.33% | 27.87% | -3.85% | -2.02% |
| 2025 | -6.36% | 0.90% | 10.17% | -4.43% | 16.56% | -17.28% | 4.18% | -8.71% | -1.95% | -3.55% | 18.79% | -12.32% | -10.14% |
| 2026 | -3.99% | 11.06% | -8.01% | -9.75% | -6.17% | 0.02% | — | — | — | — | — | — | -16.93% |
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 | 730.89 |
| Min balance | 712.56 |
| Max balance | 1245.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.04 |
| Average monthly return (arithmetic), % | -0.25 |
| Best month, % | 31.15 |
| Worst month, % | -22.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -269.11 |
| Total PnL, % | -26.91 |
| Gross profit | 1398.38 |
| Gross loss | 1642.78 |
| Trading volume (USDT) | 42122.22 |
| Total transactions (buy/sell) | 81 |
| Total fees | 15.16 |
| Funding net | -9.55 |
| Funding accrued (received) | 43.89 |
| Funding paid | 53.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 78 |
| Win Trades | 25 |
| Los Trades | 53 |
| Win Rate, % | 32.05 |
| Expectancy per trade | -3.1334 |
| Max consecutive wins | 3 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.17 |
| Position max, % of margin balance | 136.00 |
| Max Drawdown | 532.71 |
| Max Drawdown, % | 42.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8512 |
| Recovery Factor (Total PnL / Max DD) | -0.5052 |
| Sharpe ratio (monthly) | -0.0679 |
| Sortino ratio (monthly) | -0.1095 |
| CAGR, % | -12.17 |
| Calmar ratio (CAGR / Max DD%) | -0.2846 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -324.50 | Fee: 4.98 | Vol: 13845.38
Realized PnL by Symbol
Details
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