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
857.32
Total PnL
-142.68 (-14.27%)
Total Trades (Win/Los)
46 (21/25)
Win Rate
45.65%
Max Drawdown
758.65 (56.79%)
Total Fees
7.54
Position avg (max), %
82.53 (147.36)
Profit Factor
0.86
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 | -11.24% | 19.02% | 26.27% | -21.49% | 0.34% | -4.71% | -20.75% | -2.22% | -10.17% | -2.62% | 29.34% | -12.67% | -23.33% |
| 2025 | -15.78% | 1.09% | 9.00% | -3.82% | -1.99% | -10.03% | 6.29% | 11.41% | -0.79% | -2.89% | 18.65% | 2.04% | 8.71% |
| 2026 | 2.08% | 7.68% | -6.56% | -0.25% | 0.44% | 0.01% | — | — | — | — | — | — | 2.93% |
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 | 857.32 |
| Min balance | 577.33 |
| Max balance | 1335.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.51 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 29.34 |
| Worst month, % | -21.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -142.68 |
| Total PnL, % | -14.27 |
| Gross profit | 771.46 |
| Gross loss | 896.48 |
| Trading volume (USDT) | 20963.01 |
| Total transactions (buy/sell) | 50 |
| Total fees | 7.54 |
| Funding net | -10.13 |
| Funding accrued (received) | 35.03 |
| Funding paid | 45.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 21 |
| Los Trades | 25 |
| Win Rate, % | 45.65 |
| Expectancy per trade | -2.7178 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.53 |
| Position max, % of margin balance | 147.36 |
| Max Drawdown | 758.65 |
| Max Drawdown, % | 56.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8605 |
| Recovery Factor (Total PnL / Max DD) | -0.1881 |
| Sharpe ratio (monthly) | 0.0548 |
| Sortino ratio (monthly) | 0.0863 |
| CAGR, % | -6.18 |
| Calmar ratio (CAGR / Max DD%) | -0.1088 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -193.07 | Fee: 2.12 | Vol: 5897.65
Realized PnL by Symbol
Details
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