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
845.68
Total PnL
-154.32 (-15.43%)
Total Trades (Win/Los)
46 (21/25)
Win Rate
45.65%
Max Drawdown
769.57 (57.61%)
Total Fees
7.55
Position avg (max), %
83.75 (147.40)
Profit Factor
0.85
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% | -21.49% | 0.34% | -4.71% | -20.76% | -2.22% | -10.17% | -2.62% | 29.35% | -12.68% | -23.35% |
| 2025 | -18.00% | 2.82% | 9.75% | -3.78% | -3.06% | -10.56% | 6.42% | 11.62% | -0.81% | -2.94% | 18.97% | 2.07% | 7.20% |
| 2026 | 2.11% | 7.79% | -6.64% | -0.25% | 0.46% | 0.01% | — | — | — | — | — | — | 2.98% |
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 | 845.68 |
| Min balance | 566.22 |
| Max balance | 1335.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.56 |
| Average monthly return (arithmetic), % | 0.17 |
| Best month, % | 29.35 |
| Worst month, % | -21.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -154.32 |
| Total PnL, % | -15.43 |
| Gross profit | 759.53 |
| Gross loss | 896.37 |
| Trading volume (USDT) | 20990.51 |
| Total transactions (buy/sell) | 50 |
| Total fees | 7.55 |
| Funding net | -9.94 |
| Funding accrued (received) | 35.36 |
| Funding paid | 45.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 21 |
| Los Trades | 25 |
| Win Rate, % | 45.65 |
| Expectancy per trade | -2.9748 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.75 |
| Position max, % of margin balance | 147.40 |
| Max Drawdown | 769.57 |
| Max Drawdown, % | 57.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8473 |
| Recovery Factor (Total PnL / Max DD) | -0.2005 |
| Sharpe ratio (monthly) | 0.0480 |
| Sortino ratio (monthly) | 0.0749 |
| CAGR, % | -6.71 |
| Calmar ratio (CAGR / Max DD%) | -0.1164 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -192.96 | Fee: 2.11 | Vol: 5881.28
Realized PnL by Symbol
Details
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