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
752.62
Total PnL
-247.38 (-24.74%)
Total Trades (Win/Los)
74 (25/49)
Win Rate
33.78%
Max Drawdown
562.67 (45.92%)
Total Fees
13.54
Position avg (max), %
88.83 (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% | -20.20% | -6.66% | -0.82% | -3.65% | -12.15% | -2.43% | -0.26% | 29.46% | -7.13% | -10.52% |
| 2025 | -5.35% | -0.94% | 10.18% | -4.96% | 15.40% | -11.26% | 5.30% | -9.39% | -2.03% | -3.70% | 19.61% | -13.07% | -5.90% |
| 2026 | -4.16% | 11.49% | -9.32% | -1.46% | -6.33% | 0.02% | — | — | — | — | — | — | -10.56% |
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 | 752.62 |
| Min balance | 662.56 |
| Max balance | 1225.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.94 |
| Average monthly return (arithmetic), % | -0.16 |
| Best month, % | 31.15 |
| Worst month, % | -22.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -247.38 |
| Total PnL, % | -24.74 |
| Gross profit | 1257.81 |
| Gross loss | 1478.06 |
| Trading volume (USDT) | 37631.62 |
| Total transactions (buy/sell) | 77 |
| Total fees | 13.54 |
| Funding net | -13.59 |
| Funding accrued (received) | 39.51 |
| Funding paid | 53.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 74 |
| Win Trades | 25 |
| Los Trades | 49 |
| Win Rate, % | 33.78 |
| Expectancy per trade | -2.9764 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.83 |
| Position max, % of margin balance | 136.00 |
| Max Drawdown | 562.67 |
| Max Drawdown, % | 45.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8510 |
| Recovery Factor (Total PnL / Max DD) | -0.4397 |
| Sharpe ratio (monthly) | -0.0438 |
| Sortino ratio (monthly) | -0.0728 |
| CAGR, % | -11.10 |
| Calmar ratio (CAGR / Max DD%) | -0.2418 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -354.57 | Fee: 4.83 | Vol: 13433.13
Realized PnL by Symbol
Details
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