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
979.95
Total PnL
-20.05 (-2.01%)
Total Trades (Win/Los)
62 (27/35)
Win Rate
43.55%
Max Drawdown
441.15 (36.57%)
Total Fees
13.31
Position avg (max), %
89.34 (137.25)
Profit Factor
1.01
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% | 11.80% | 29.94% | -22.87% | 8.00% | -1.00% | -8.10% | -3.69% | -2.08% | 5.69% | 29.19% | -5.59% | 10.94% |
| 2025 | -10.02% | -0.95% | 10.02% | -3.90% | 6.69% | -11.47% | -1.85% | 11.97% | -1.46% | -3.26% | 19.67% | -13.31% | -3.28% |
| 2026 | -6.43% | 15.01% | -14.09% | 5.34% | -6.19% | 0.02% | — | — | — | — | — | — | -8.61% |
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 | 979.95 |
| Min balance | 742.65 |
| Max balance | 1306.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.07 |
| Average monthly return (arithmetic), % | 0.67 |
| Best month, % | 29.94 |
| Worst month, % | -22.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -20.05 |
| Total PnL, % | -2.01 |
| Gross profit | 1365.68 |
| Gross loss | 1352.95 |
| Trading volume (USDT) | 37015.62 |
| Total transactions (buy/sell) | 66 |
| Total fees | 13.31 |
| Funding net | -19.47 |
| Funding accrued (received) | 44.25 |
| Funding paid | 63.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 62 |
| Win Trades | 27 |
| Los Trades | 35 |
| Win Rate, % | 43.55 |
| Expectancy per trade | 0.2054 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.34 |
| Position max, % of margin balance | 137.25 |
| Max Drawdown | 441.15 |
| Max Drawdown, % | 36.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0094 |
| Recovery Factor (Total PnL / Max DD) | -0.0455 |
| Sharpe ratio (monthly) | 0.1871 |
| Sortino ratio (monthly) | 0.3106 |
| CAGR, % | -0.84 |
| Calmar ratio (CAGR / Max DD%) | -0.0228 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -298.13 | Fee: 4.77 | Vol: 13254.85
Realized PnL by Symbol
Details
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