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
791.76
Total PnL
-208.24 (-20.82%)
Total Trades (Win/Los)
63 (24/39)
Win Rate
38.10%
Max Drawdown
719.15 (59.23%)
Total Fees
10.40
Position avg (max), %
86.51 (141.92)
Profit Factor
0.84
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 | -22.64% | 20.11% | 30.44% | -29.03% | -9.91% | -6.37% | -3.92% | -13.57% | -8.78% | -2.59% | 41.57% | -8.02% | -30.29% |
| 2025 | -6.06% | 1.67% | 8.19% | -3.83% | 13.15% | -11.05% | 4.52% | 11.14% | -0.81% | -4.11% | 18.07% | 2.04% | 33.15% |
| 2026 | -6.80% | 15.04% | -14.08% | -1.38% | -6.05% | 0.01% | — | — | — | — | — | — | -14.65% |
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 | 791.76 |
| Min balance | 494.97 |
| Max balance | 1214.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.77 |
| Average monthly return (arithmetic), % | 0.23 |
| Best month, % | 41.57 |
| Worst month, % | -29.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -208.24 |
| Total PnL, % | -20.82 |
| Gross profit | 1011.74 |
| Gross loss | 1199.39 |
| Trading volume (USDT) | 28896.79 |
| Total transactions (buy/sell) | 66 |
| Total fees | 10.40 |
| Funding net | -10.20 |
| Funding accrued (received) | 34.76 |
| Funding paid | 44.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 24 |
| Los Trades | 39 |
| Win Rate, % | 38.10 |
| Expectancy per trade | -2.9785 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.51 |
| Position max, % of margin balance | 141.92 |
| Max Drawdown | 719.15 |
| Max Drawdown, % | 59.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8435 |
| Recovery Factor (Total PnL / Max DD) | -0.2896 |
| Sharpe ratio (monthly) | 0.0553 |
| Sortino ratio (monthly) | 0.0913 |
| CAGR, % | -9.22 |
| Calmar ratio (CAGR / Max DD%) | -0.1556 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -248.41 | Fee: 3.64 | Vol: 10116.20
Realized PnL by Symbol
Details
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