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
905.03
Total PnL
-94.97 (-9.50%)
Total Trades (Win/Los)
70 (29/41)
Win Rate
41.43%
Max Drawdown
591.34 (42.50%)
Total Fees
14.60
Position avg (max), %
86.18 (115.16)
Profit Factor
0.96
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 | -8.26% | 20.04% | 26.16% | -22.33% | -7.49% | -0.10% | -8.02% | -0.38% | 0.36% | 5.24% | 28.96% | -12.12% | 9.38% |
| 2025 | -9.83% | -0.02% | 8.51% | -7.96% | 7.47% | -15.37% | 0.66% | 12.61% | -0.52% | -9.29% | 19.23% | -10.28% | -10.40% |
| 2026 | -1.82% | 14.48% | -13.79% | -2.04% | -2.66% | 0.01% | — | — | — | — | — | — | -7.59% |
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 | 905.03 |
| Min balance | 800.07 |
| Max balance | 1391.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.33 |
| Average monthly return (arithmetic), % | 0.38 |
| Best month, % | 28.96 |
| Worst month, % | -22.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -94.97 |
| Total PnL, % | -9.50 |
| Gross profit | 1334.09 |
| Gross loss | 1392.98 |
| Trading volume (USDT) | 40578.77 |
| Total transactions (buy/sell) | 74 |
| Total fees | 14.60 |
| Funding net | -21.49 |
| Funding accrued (received) | 40.96 |
| Funding paid | 62.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 70 |
| Win Trades | 29 |
| Los Trades | 41 |
| Win Rate, % | 41.43 |
| Expectancy per trade | -0.8412 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.18 |
| Position max, % of margin balance | 115.16 |
| Max Drawdown | 591.34 |
| Max Drawdown, % | 42.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9577 |
| Recovery Factor (Total PnL / Max DD) | -0.1606 |
| Sharpe ratio (monthly) | 0.1086 |
| Sortino ratio (monthly) | 0.1794 |
| CAGR, % | -4.05 |
| Calmar ratio (CAGR / Max DD%) | -0.0953 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -237.47 | Fee: 4.80 | Vol: 13347.62
Realized PnL by Symbol
Details
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