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
952.60
Total PnL
-47.40 (-4.74%)
Total Trades (Win/Los)
51 (20/31)
Win Rate
39.22%
Max Drawdown
651.97 (47.66%)
Total Fees
9.54
Position avg (max), %
83.09 (125.28)
Profit Factor
0.98
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 | -13.57% | 23.27% | 28.19% | -22.61% | 2.05% | -14.03% | -8.74% | 0.54% | -8.94% | -1.69% | 32.03% | -12.27% | -11.77% |
| 2025 | -8.76% | 0.04% | 8.20% | -3.92% | -1.24% | -8.82% | 7.26% | 12.39% | -0.92% | -9.61% | 18.57% | 1.89% | 11.46% |
| 2026 | 4.84% | 8.67% | -8.73% | 2.35% | -8.93% | 0.01% | — | — | — | — | — | — | -3.07% |
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 | 952.60 |
| Min balance | 716.07 |
| Max balance | 1368.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.16 |
| Average monthly return (arithmetic), % | 0.58 |
| Best month, % | 32.03 |
| Worst month, % | -22.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -47.40 |
| Total PnL, % | -4.74 |
| Gross profit | 1005.62 |
| Gross loss | 1031.18 |
| Trading volume (USDT) | 26541.18 |
| Total transactions (buy/sell) | 55 |
| Total fees | 9.54 |
| Funding net | -12.29 |
| Funding accrued (received) | 39.65 |
| Funding paid | 51.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 20 |
| Los Trades | 31 |
| Win Rate, % | 39.22 |
| Expectancy per trade | -0.5012 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.09 |
| Position max, % of margin balance | 125.28 |
| Max Drawdown | 651.97 |
| Max Drawdown, % | 47.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9752 |
| Recovery Factor (Total PnL / Max DD) | -0.0727 |
| Sharpe ratio (monthly) | 0.1617 |
| Sortino ratio (monthly) | 0.2754 |
| CAGR, % | -1.99 |
| Calmar ratio (CAGR / Max DD%) | -0.0418 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -88.43 | Fee: 2.83 | Vol: 7871.20
Realized PnL by Symbol
Details
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