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
831.44
Total PnL
-168.56 (-16.86%)
Total Trades (Win/Los)
72 (25/47)
Win Rate
34.72%
Max Drawdown
596.63 (46.36%)
Total Fees
14.98
Position avg (max), %
88.26 (139.54)
Profit Factor
0.91
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 | -17.10% | 18.98% | 30.22% | -18.44% | -6.30% | -0.59% | -2.86% | -14.66% | -3.18% | 6.17% | 30.63% | -4.14% | 4.14% |
| 2025 | -6.13% | 4.74% | 7.78% | -3.77% | 7.76% | -17.59% | 0.85% | 9.97% | -2.77% | -1.92% | 19.85% | -12.08% | 0.94% |
| 2026 | -4.20% | 14.75% | -14.45% | -9.97% | -6.55% | 0.02% | — | — | — | — | — | — | -20.86% |
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 | 831.44 |
| Min balance | 690.28 |
| Max balance | 1286.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.61 |
| Average monthly return (arithmetic), % | 0.17 |
| Best month, % | 30.63 |
| Worst month, % | -18.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -168.56 |
| Total PnL, % | -16.86 |
| Gross profit | 1438.68 |
| Gross loss | 1580.92 |
| Trading volume (USDT) | 41650.99 |
| Total transactions (buy/sell) | 76 |
| Total fees | 14.98 |
| Funding net | -11.34 |
| Funding accrued (received) | 46.16 |
| Funding paid | 57.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 72 |
| Win Trades | 25 |
| Los Trades | 47 |
| Win Rate, % | 34.72 |
| Expectancy per trade | -1.9756 |
| Max consecutive wins | 3 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.26 |
| Position max, % of margin balance | 139.54 |
| Max Drawdown | 596.63 |
| Max Drawdown, % | 46.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9100 |
| Recovery Factor (Total PnL / Max DD) | -0.2825 |
| Sharpe ratio (monthly) | 0.0457 |
| Sortino ratio (monthly) | 0.0752 |
| CAGR, % | -7.36 |
| Calmar ratio (CAGR / Max DD%) | -0.1587 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -240.72 | Fee: 5.06 | Vol: 14052.92
Realized PnL by Symbol
Details
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