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
912.14
Total PnL
-87.86 (-8.79%)
Total Trades (Win/Los)
54 (24/30)
Win Rate
44.44%
Max Drawdown
611.29 (45.76%)
Total Fees
10.38
Position avg (max), %
83.82 (130.50)
Profit Factor
0.95
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% | -23.66% | 2.33% | -2.23% | -8.38% | -2.90% | -9.54% | 5.78% | 29.83% | -12.62% | -1.63% |
| 2025 | -16.78% | 2.13% | 9.20% | -3.91% | 3.80% | -10.98% | -3.19% | 12.54% | -1.67% | -3.84% | 18.36% | 2.00% | 2.49% |
| 2026 | -5.00% | 11.96% | -14.16% | 5.43% | -5.97% | 0.01% | — | — | — | — | — | — | -9.48% |
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 | 912.14 |
| Min balance | 724.50 |
| Max balance | 1335.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.30 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 29.83 |
| Worst month, % | -23.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -87.86 |
| Total PnL, % | -8.79 |
| Gross profit | 1039.38 |
| Gross loss | 1099.57 |
| Trading volume (USDT) | 28874.75 |
| Total transactions (buy/sell) | 58 |
| Total fees | 10.38 |
| Funding net | -17.28 |
| Funding accrued (received) | 38.55 |
| Funding paid | 55.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 24 |
| Los Trades | 30 |
| Win Rate, % | 44.44 |
| Expectancy per trade | -1.1146 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.82 |
| Position max, % of margin balance | 130.50 |
| Max Drawdown | 611.29 |
| Max Drawdown, % | 45.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9453 |
| Recovery Factor (Total PnL / Max DD) | -0.1437 |
| Sharpe ratio (monthly) | 0.1190 |
| Sortino ratio (monthly) | 0.1916 |
| CAGR, % | -3.74 |
| Calmar ratio (CAGR / Max DD%) | -0.0816 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -229.45 | Fee: 3.67 | Vol: 10213.90
Realized PnL by Symbol
Details
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