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
851.29
Total PnL
-148.71 (-14.87%)
Total Trades (Win/Los)
78 (28/50)
Win Rate
35.90%
Max Drawdown
628.66 (47.46%)
Total Fees
16.16
Position avg (max), %
88.82 (147.42)
Profit Factor
0.93
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 | -15.46% | 19.85% | 30.46% | -10.33% | -3.57% | -0.03% | -6.77% | -25.86% | -3.01% | 5.22% | 27.56% | -3.82% | -1.11% |
| 2025 | -6.30% | 5.73% | 2.14% | -6.93% | 9.02% | -12.76% | 1.86% | 9.53% | -6.14% | 3.92% | 17.04% | -10.25% | 2.38% |
| 2026 | -1.58% | 10.11% | -8.81% | -10.47% | -4.91% | 0.02% | — | — | — | — | — | — | -15.86% |
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 | 851.29 |
| Min balance | 696.04 |
| Max balance | 1324.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.53 |
| Average monthly return (arithmetic), % | 0.18 |
| Best month, % | 30.46 |
| Worst month, % | -25.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -148.71 |
| Total PnL, % | -14.87 |
| Gross profit | 1506.89 |
| Gross loss | 1627.97 |
| Trading volume (USDT) | 44927.26 |
| Total transactions (buy/sell) | 82 |
| Total fees | 16.16 |
| Funding net | -11.47 |
| Funding accrued (received) | 45.80 |
| Funding paid | 57.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 78 |
| Win Trades | 28 |
| Los Trades | 50 |
| Win Rate, % | 35.90 |
| Expectancy per trade | -1.5524 |
| Max consecutive wins | 3 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.82 |
| Position max, % of margin balance | 147.42 |
| Max Drawdown | 628.66 |
| Max Drawdown, % | 47.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9256 |
| Recovery Factor (Total PnL / Max DD) | -0.2366 |
| Sharpe ratio (monthly) | 0.0517 |
| Sortino ratio (monthly) | 0.0833 |
| CAGR, % | -6.45 |
| Calmar ratio (CAGR / Max DD%) | -0.1359 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -130.05 | Fee: 5.41 | Vol: 15026.52
Realized PnL by Symbol
Details
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