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
988.18
Total PnL
-11.82 (-1.18%)
Total Trades (Win/Los)
50 (21/29)
Win Rate
42.00%
Max Drawdown
633.16 (46.93%)
Total Fees
9.36
Position avg (max), %
83.41 (133.62)
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 | -10.29% | 19.23% | 25.95% | -21.20% | 0.36% | -4.97% | -16.24% | 1.24% | -9.55% | -1.69% | 31.96% | -12.25% | -11.61% |
| 2025 | -9.40% | 0.04% | 8.24% | -3.93% | -1.34% | -8.84% | 7.08% | 12.14% | -1.01% | -9.59% | 18.78% | 1.91% | 10.26% |
| 2026 | 4.81% | 8.75% | -8.80% | 2.37% | -4.67% | 0.01% | — | — | — | — | — | — | 1.45% |
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 | 988.18 |
| Min balance | 715.97 |
| Max balance | 1349.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.64 |
| Best month, % | 31.96 |
| Worst month, % | -21.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -11.82 |
| Total PnL, % | -1.18 |
| Gross profit | 1005.42 |
| Gross loss | 997.14 |
| Trading volume (USDT) | 26020.61 |
| Total transactions (buy/sell) | 54 |
| Total fees | 9.36 |
| Funding net | -10.74 |
| Funding accrued (received) | 40.52 |
| Funding paid | 51.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 21 |
| Los Trades | 29 |
| Win Rate, % | 42.00 |
| Expectancy per trade | 0.1655 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.41 |
| Position max, % of margin balance | 133.62 |
| Max Drawdown | 633.16 |
| Max Drawdown, % | 46.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0083 |
| Recovery Factor (Total PnL / Max DD) | -0.0187 |
| Sharpe ratio (monthly) | 0.1852 |
| Sortino ratio (monthly) | 0.3154 |
| CAGR, % | -0.49 |
| Calmar ratio (CAGR / Max DD%) | -0.0105 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -127.64 | Fee: 2.82 | Vol: 7835.15
Realized PnL by Symbol
Details
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