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
805.11
Total PnL
-194.89 (-19.49%)
Total Trades (Win/Los)
48 (21/27)
Win Rate
43.75%
Max Drawdown
778.96 (56.92%)
Total Fees
8.09
Position avg (max), %
83.17 (144.14)
Profit Factor
0.82
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% | 19.80% | 25.84% | -21.32% | 0.35% | -4.91% | -21.16% | -2.18% | -9.98% | -2.87% | 28.61% | -12.51% | -22.22% |
| 2025 | -15.09% | 1.06% | 8.80% | -3.75% | -1.83% | -10.44% | 7.76% | 12.48% | -0.93% | -2.97% | 18.68% | 2.07% | 11.53% |
| 2026 | 2.53% | 7.59% | -6.49% | -4.43% | -5.81% | 0.01% | — | — | — | — | — | — | -7.14% |
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 | 805.11 |
| Min balance | 589.46 |
| Max balance | 1368.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.72 |
| Average monthly return (arithmetic), % | -0.02 |
| Best month, % | 28.61 |
| Worst month, % | -21.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -194.89 |
| Total PnL, % | -19.49 |
| Gross profit | 809.44 |
| Gross loss | 987.50 |
| Trading volume (USDT) | 22502.77 |
| Total transactions (buy/sell) | 52 |
| Total fees | 8.09 |
| Funding net | -8.75 |
| Funding accrued (received) | 36.91 |
| Funding paid | 45.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 21 |
| Los Trades | 27 |
| Win Rate, % | 43.75 |
| Expectancy per trade | -3.7095 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.17 |
| Position max, % of margin balance | 144.14 |
| Max Drawdown | 778.96 |
| Max Drawdown, % | 56.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8197 |
| Recovery Factor (Total PnL / Max DD) | -0.2502 |
| Sharpe ratio (monthly) | -0.0048 |
| Sortino ratio (monthly) | -0.0076 |
| CAGR, % | -8.59 |
| Calmar ratio (CAGR / Max DD%) | -0.1508 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -273.06 | Fee: 2.56 | Vol: 7118.72
Realized PnL by Symbol
Details
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