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
814.79
Total PnL
-185.21 (-18.52%)
Total Trades (Win/Los)
50 (21/29)
Win Rate
42.00%
Max Drawdown
762.63 (55.58%)
Total Fees
8.47
Position avg (max), %
84.06 (143.35)
Profit Factor
0.83
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 | -9.42% | 20.20% | 25.76% | -21.26% | 0.35% | -4.89% | -21.09% | -2.17% | -9.93% | -2.85% | 29.51% | -12.36% | -21.11% |
| 2025 | -11.16% | 0.38% | 8.70% | -3.86% | -1.74% | -10.98% | 6.26% | 12.10% | -0.57% | -12.14% | 21.30% | 2.21% | 5.15% |
| 2026 | 3.93% | 8.40% | -8.75% | 0.07% | -4.47% | 0.01% | — | — | — | — | — | — | -1.71% |
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 | 814.79 |
| Min balance | 609.47 |
| Max balance | 1372.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.68 |
| Average monthly return (arithmetic), % | 0.05 |
| Best month, % | 29.51 |
| Worst month, % | -21.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -185.21 |
| Total PnL, % | -18.52 |
| Gross profit | 844.13 |
| Gross loss | 1012.75 |
| Trading volume (USDT) | 23561.57 |
| Total transactions (buy/sell) | 54 |
| Total fees | 8.47 |
| Funding net | -8.12 |
| Funding accrued (received) | 37.97 |
| Funding paid | 46.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 21 |
| Los Trades | 29 |
| Win Rate, % | 42.00 |
| Expectancy per trade | -3.3724 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.06 |
| Position max, % of margin balance | 143.35 |
| Max Drawdown | 762.63 |
| Max Drawdown, % | 55.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8335 |
| Recovery Factor (Total PnL / Max DD) | -0.2429 |
| Sharpe ratio (monthly) | 0.0142 |
| Sortino ratio (monthly) | 0.0227 |
| CAGR, % | -8.13 |
| Calmar ratio (CAGR / Max DD%) | -0.1463 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -220.74 | Fee: 2.58 | Vol: 7161.04
Realized PnL by Symbol
Details
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