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
834.66
Total PnL
-165.34 (-16.53%)
Total Trades (Win/Los)
68 (26/42)
Win Rate
38.24%
Max Drawdown
619.39 (48.13%)
Total Fees
13.85
Position avg (max), %
89.52 (141.88)
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% | -19.62% | -6.48% | -1.03% | -3.62% | -14.93% | -3.38% | 6.18% | 30.84% | -6.90% | -2.08% |
| 2025 | -6.54% | 4.77% | 8.50% | -3.74% | 7.34% | -11.48% | -1.92% | 9.12% | -2.98% | -1.94% | 17.85% | -12.59% | 1.92% |
| 2026 | -4.78% | 14.66% | -16.24% | -1.96% | -6.67% | 0.02% | — | — | — | — | — | — | -16.32% |
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 | 834.66 |
| Min balance | 667.52 |
| Max balance | 1286.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.60 |
| Average monthly return (arithmetic), % | 0.15 |
| Best month, % | 30.84 |
| Worst month, % | -19.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -165.34 |
| Total PnL, % | -16.53 |
| Gross profit | 1345.73 |
| Gross loss | 1482.95 |
| Trading volume (USDT) | 38512.52 |
| Total transactions (buy/sell) | 72 |
| Total fees | 13.85 |
| Funding net | -14.27 |
| Funding accrued (received) | 43.86 |
| Funding paid | 58.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 26 |
| Los Trades | 42 |
| Win Rate, % | 38.24 |
| Expectancy per trade | -2.0180 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.52 |
| Position max, % of margin balance | 141.88 |
| Max Drawdown | 619.39 |
| Max Drawdown, % | 48.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9075 |
| Recovery Factor (Total PnL / Max DD) | -0.2669 |
| Sharpe ratio (monthly) | 0.0421 |
| Sortino ratio (monthly) | 0.0700 |
| CAGR, % | -7.21 |
| Calmar ratio (CAGR / Max DD%) | -0.1498 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -321.73 | Fee: 4.90 | Vol: 13630.74
Realized PnL by Symbol
Details
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