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
940.59
Total PnL
-59.41 (-5.94%)
Total Trades (Win/Los)
64 (26/38)
Win Rate
40.63%
Max Drawdown
619.39 (48.13%)
Total Fees
13.01
Position avg (max), %
87.06 (141.88)
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 | -17.10% | 18.98% | 30.22% | -19.62% | -6.48% | -1.03% | -3.62% | -14.93% | -4.04% | 6.22% | 31.04% | -6.93% | -2.59% |
| 2025 | -6.58% | 2.52% | 8.73% | -4.34% | 6.55% | -11.26% | -3.44% | 12.50% | -2.92% | -1.79% | 18.20% | -5.10% | 9.41% |
| 2026 | -0.47% | 14.21% | -15.67% | -1.59% | -6.40% | 0.02% | — | — | — | — | — | — | -11.69% |
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 | 940.59 |
| Min balance | 667.52 |
| Max balance | 1300.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | 0.53 |
| Best month, % | 31.04 |
| Worst month, % | -19.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -59.41 |
| Total PnL, % | -5.94 |
| Gross profit | 1311.77 |
| Gross loss | 1343.94 |
| Trading volume (USDT) | 36174.92 |
| Total transactions (buy/sell) | 68 |
| Total fees | 13.01 |
| Funding net | -14.23 |
| Funding accrued (received) | 42.90 |
| Funding paid | 57.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 64 |
| Win Trades | 26 |
| Los Trades | 38 |
| Win Rate, % | 40.63 |
| Expectancy per trade | -0.5026 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.06 |
| 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) | 0.9761 |
| Recovery Factor (Total PnL / Max DD) | -0.0959 |
| Sharpe ratio (monthly) | 0.1476 |
| Sortino ratio (monthly) | 0.2552 |
| CAGR, % | -2.50 |
| Calmar ratio (CAGR / Max DD%) | -0.0520 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -220.80 | Fee: 4.51 | Vol: 12538.42
Realized PnL by Symbol
Details
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