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
948.21
Total PnL
-51.79 (-5.18%)
Total Trades (Win/Los)
58 (26/32)
Win Rate
44.83%
Max Drawdown
538.11 (38.13%)
Total Fees
12.79
Position avg (max), %
86.56 (124.39)
Profit Factor
0.99
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 | -11.26% | 19.02% | 26.27% | -19.83% | 7.01% | -0.68% | -7.46% | -3.26% | -2.25% | 5.30% | 28.19% | -12.64% | 17.26% |
| 2025 | -17.44% | 2.19% | 9.34% | -3.74% | 6.94% | -11.35% | -1.85% | 11.97% | -1.46% | -3.26% | 19.67% | -10.13% | -5.14% |
| 2026 | -12.25% | 15.66% | -15.31% | 5.39% | -5.85% | 0.01% | — | — | — | — | — | — | -14.69% |
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 | 948.21 |
| Min balance | 868.82 |
| Max balance | 1411.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.17 |
| Average monthly return (arithmetic), % | 0.57 |
| Best month, % | 28.19 |
| Worst month, % | -19.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -51.79 |
| Total PnL, % | -5.18 |
| Gross profit | 1302.87 |
| Gross loss | 1319.29 |
| Trading volume (USDT) | 35551.83 |
| Total transactions (buy/sell) | 62 |
| Total fees | 12.79 |
| Funding net | -22.58 |
| Funding accrued (received) | 43.95 |
| Funding paid | 66.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 58 |
| Win Trades | 26 |
| Los Trades | 32 |
| Win Rate, % | 44.83 |
| Expectancy per trade | -0.2831 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.56 |
| Position max, % of margin balance | 124.39 |
| Max Drawdown | 538.11 |
| Max Drawdown, % | 38.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9876 |
| Recovery Factor (Total PnL / Max DD) | -0.0962 |
| Sharpe ratio (monthly) | 0.1582 |
| Sortino ratio (monthly) | 0.2574 |
| CAGR, % | -2.18 |
| Calmar ratio (CAGR / Max DD%) | -0.0571 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -341.37 | Fee: 4.67 | Vol: 12980.00
Realized PnL by Symbol
Details
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