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
940.17
Total PnL
-59.83 (-5.98%)
Total Trades (Win/Los)
82 (32/50)
Win Rate
39.02%
Max Drawdown
719.94 (50.85%)
Total Fees
17.39
Position avg (max), %
87.16 (154.53)
Profit Factor
0.98
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 | -9.17% | 20.54% | 29.09% | -8.73% | -3.26% | -0.02% | -5.85% | -32.43% | -2.91% | 5.27% | 29.07% | -3.97% | 0.55% |
| 2025 | -6.20% | 1.66% | 3.16% | -6.01% | 9.03% | -12.60% | 1.85% | 9.78% | -5.66% | 3.89% | 16.92% | -8.82% | 2.93% |
| 2026 | 0.89% | 9.58% | -8.53% | -7.76% | -2.57% | 0.02% | — | — | — | — | — | — | -9.11% |
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 | 940.17 |
| Min balance | 695.90 |
| Max balance | 1415.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 29.09 |
| Worst month, % | -32.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -59.83 |
| Total PnL, % | -5.98 |
| Gross profit | 1538.94 |
| Gross loss | 1567.69 |
| Trading volume (USDT) | 48338.33 |
| Total transactions (buy/sell) | 86 |
| Total fees | 17.39 |
| Funding net | -13.69 |
| Funding accrued (received) | 45.64 |
| Funding paid | 59.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 32 |
| Los Trades | 50 |
| Win Rate, % | 39.02 |
| Expectancy per trade | -0.3506 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.16 |
| Position max, % of margin balance | 154.53 |
| Max Drawdown | 719.94 |
| Max Drawdown, % | 50.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9817 |
| Recovery Factor (Total PnL / Max DD) | -0.0831 |
| Sharpe ratio (monthly) | 0.1536 |
| Sortino ratio (monthly) | 0.2449 |
| CAGR, % | -2.52 |
| Calmar ratio (CAGR / Max DD%) | -0.0496 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -3.37 | Fee: 5.57 | Vol: 15474.44
Realized PnL by Symbol
Details
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