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
927.69
Total PnL
-72.31 (-7.23%)
Total Trades (Win/Los)
80 (31/49)
Win Rate
38.75%
Max Drawdown
716.94 (51.26%)
Total Fees
17.11
Position avg (max), %
88.06 (154.80)
Profit Factor
0.97
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 | -10.70% | 20.67% | 29.56% | -8.84% | -3.45% | -0.13% | -6.02% | -32.46% | -2.91% | 5.37% | 30.02% | -4.01% | -0.52% |
| 2025 | -6.27% | 5.69% | 3.17% | -6.48% | 8.83% | -12.52% | 1.82% | 9.57% | -5.48% | 4.14% | 17.40% | -10.16% | 5.40% |
| 2026 | 0.59% | 9.62% | -8.50% | -9.86% | -2.66% | 0.02% | — | — | — | — | — | — | -11.46% |
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 | 927.69 |
| Min balance | 681.67 |
| Max balance | 1398.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.25 |
| Average monthly return (arithmetic), % | 0.53 |
| Best month, % | 30.02 |
| Worst month, % | -32.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -72.31 |
| Total PnL, % | -7.23 |
| Gross profit | 1564.36 |
| Gross loss | 1607.66 |
| Trading volume (USDT) | 47547.57 |
| Total transactions (buy/sell) | 84 |
| Total fees | 17.11 |
| Funding net | -11.90 |
| Funding accrued (received) | 47.02 |
| Funding paid | 58.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 31 |
| Los Trades | 49 |
| Win Rate, % | 38.75 |
| Expectancy per trade | -0.5413 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.06 |
| Position max, % of margin balance | 154.80 |
| Max Drawdown | 716.94 |
| Max Drawdown, % | 51.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9731 |
| Recovery Factor (Total PnL / Max DD) | -0.1009 |
| Sharpe ratio (monthly) | 0.1476 |
| Sortino ratio (monthly) | 0.2347 |
| CAGR, % | -3.06 |
| Calmar ratio (CAGR / Max DD%) | -0.0597 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -40.77 | Fee: 5.60 | Vol: 15576.53
Realized PnL by Symbol
Details
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