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
942.66
Total PnL
-57.34 (-5.73%)
Total Trades (Win/Los)
72 (26/46)
Win Rate
36.11%
Max Drawdown
598.92 (44.51%)
Total Fees
16.36
Position avg (max), %
87.98 (145.74)
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 | -13.67% | 19.77% | 29.85% | -15.71% | -4.58% | -0.46% | -3.19% | -15.53% | -3.32% | 5.76% | 29.53% | -3.97% | 11.82% |
| 2025 | -5.89% | 5.23% | 7.80% | -3.64% | 7.32% | -16.23% | 1.42% | 10.11% | -2.11% | -2.02% | 18.36% | -11.18% | 4.14% |
| 2026 | -2.81% | 15.20% | -14.37% | -9.80% | -6.35% | 0.02% | — | — | — | — | — | — | -19.00% |
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 | 942.66 |
| Min balance | 746.58 |
| Max balance | 1405.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.19 |
| Average monthly return (arithmetic), % | 0.52 |
| Best month, % | 29.85 |
| Worst month, % | -16.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -57.34 |
| Total PnL, % | -5.73 |
| Gross profit | 1586.82 |
| Gross loss | 1614.47 |
| Trading volume (USDT) | 45477.36 |
| Total transactions (buy/sell) | 76 |
| Total fees | 16.36 |
| Funding net | -13.33 |
| Funding accrued (received) | 49.63 |
| Funding paid | 62.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 72 |
| Win Trades | 26 |
| Los Trades | 46 |
| Win Rate, % | 36.11 |
| Expectancy per trade | -0.3840 |
| Max consecutive wins | 3 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.98 |
| Position max, % of margin balance | 145.74 |
| Max Drawdown | 598.92 |
| Max Drawdown, % | 44.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9829 |
| Recovery Factor (Total PnL / Max DD) | -0.0957 |
| Sharpe ratio (monthly) | 0.1464 |
| Sortino ratio (monthly) | 0.2518 |
| CAGR, % | -2.42 |
| Calmar ratio (CAGR / Max DD%) | -0.0543 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -206.28 | Fee: 5.49 | Vol: 15254.68
Realized PnL by Symbol
Details
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