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
954.95
Total PnL
-45.05 (-4.51%)
Total Trades (Win/Los)
57 (25/32)
Win Rate
43.86%
Max Drawdown
548.73 (45.54%)
Total Fees
10.84
Position avg (max), %
86.24 (137.52)
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 | -17.26% | 11.82% | 29.99% | -26.32% | 3.88% | -2.64% | -8.55% | -2.51% | -9.74% | 5.46% | 29.01% | -5.52% | -7.29% |
| 2025 | -9.89% | 5.12% | 9.24% | -3.68% | 3.25% | -10.78% | -2.47% | 13.01% | -1.71% | -3.77% | 17.90% | -1.33% | 11.34% |
| 2026 | -5.66% | 15.26% | -14.21% | 5.35% | -5.81% | 0.01% | — | — | — | — | — | — | -7.42% |
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 | 954.95 |
| Min balance | 656.08 |
| Max balance | 1210.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | 0.58 |
| Best month, % | 29.99 |
| Worst month, % | -26.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -45.05 |
| Total PnL, % | -4.51 |
| Gross profit | 1143.23 |
| Gross loss | 1162.05 |
| Trading volume (USDT) | 30141.26 |
| Total transactions (buy/sell) | 61 |
| Total fees | 10.84 |
| Funding net | -15.39 |
| Funding accrued (received) | 39.35 |
| Funding paid | 54.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 57 |
| Win Trades | 25 |
| Los Trades | 32 |
| Win Rate, % | 43.86 |
| Expectancy per trade | -0.3302 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.24 |
| Position max, % of margin balance | 137.52 |
| Max Drawdown | 548.73 |
| Max Drawdown, % | 45.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9838 |
| Recovery Factor (Total PnL / Max DD) | -0.0821 |
| Sharpe ratio (monthly) | 0.1643 |
| Sortino ratio (monthly) | 0.2659 |
| CAGR, % | -1.89 |
| Calmar ratio (CAGR / Max DD%) | -0.0415 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -212.59 | Fee: 3.88 | Vol: 10789.87
Realized PnL by Symbol
Details
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