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
840.54
Total PnL
-159.46 (-15.95%)
Total Trades (Win/Los)
63 (22/41)
Win Rate
34.92%
Max Drawdown
795.61 (57.14%)
Total Fees
10.57
Position avg (max), %
82.19 (128.12)
Profit Factor
0.89
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 | -12.48% | 24.18% | 27.91% | -19.50% | -20.32% | -14.69% | -8.55% | 3.36% | -11.19% | -1.89% | 32.50% | -12.21% | -27.12% |
| 2025 | -6.74% | -0.25% | 8.40% | -6.68% | -0.93% | -7.88% | 12.63% | 12.02% | -0.07% | -8.28% | 18.94% | 1.98% | 20.45% |
| 2026 | 1.60% | 9.55% | -9.45% | 2.95% | -7.66% | 0.01% | — | — | — | — | — | — | -4.18% |
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 | 840.54 |
| Min balance | 596.81 |
| Max balance | 1392.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.58 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 32.50 |
| Worst month, % | -20.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -159.46 |
| Total PnL, % | -15.95 |
| Gross profit | 1028.73 |
| Gross loss | 1161.72 |
| Trading volume (USDT) | 29383.03 |
| Total transactions (buy/sell) | 67 |
| Total fees | 10.57 |
| Funding net | -15.90 |
| Funding accrued (received) | 32.19 |
| Funding paid | 48.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 22 |
| Los Trades | 41 |
| Win Rate, % | 34.92 |
| Expectancy per trade | -2.1110 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.19 |
| Position max, % of margin balance | 128.12 |
| Max Drawdown | 795.61 |
| Max Drawdown, % | 57.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8855 |
| Recovery Factor (Total PnL / Max DD) | -0.2004 |
| Sharpe ratio (monthly) | 0.0638 |
| Sortino ratio (monthly) | 0.1056 |
| CAGR, % | -6.94 |
| Calmar ratio (CAGR / Max DD%) | -0.1215 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -165.53 | Fee: 3.01 | Vol: 8361.60
Realized PnL by Symbol
Details
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