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
922.40
Total PnL
-77.60 (-7.76%)
Total Trades (Win/Los)
50 (19/31)
Win Rate
38.00%
Max Drawdown
683.29 (48.55%)
Total Fees
9.43
Position avg (max), %
84.05 (131.98)
Profit Factor
0.95
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 | -10.29% | 22.31% | 28.07% | -22.58% | 1.76% | -5.50% | -16.16% | 0.61% | -9.53% | -1.94% | 31.85% | -12.43% | -9.60% |
| 2025 | -9.69% | 0.04% | 8.09% | -3.87% | -1.22% | -8.70% | 7.15% | 11.85% | -0.91% | -13.03% | 19.82% | 2.03% | 6.89% |
| 2026 | 5.06% | 9.02% | -8.77% | 2.37% | -10.71% | 0.01% | — | — | — | — | — | — | -4.47% |
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 | 922.40 |
| Min balance | 724.21 |
| Max balance | 1407.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.27 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 31.85 |
| Worst month, % | -22.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -77.60 |
| Total PnL, % | -7.76 |
| Gross profit | 993.26 |
| Gross loss | 1047.96 |
| Trading volume (USDT) | 26237.18 |
| Total transactions (buy/sell) | 54 |
| Total fees | 9.43 |
| Funding net | -13.47 |
| Funding accrued (received) | 40.35 |
| Funding paid | 53.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 19 |
| Los Trades | 31 |
| Win Rate, % | 38.00 |
| Expectancy per trade | -1.0940 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.05 |
| Position max, % of margin balance | 131.98 |
| Max Drawdown | 683.29 |
| Max Drawdown, % | 48.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9478 |
| Recovery Factor (Total PnL / Max DD) | -0.1136 |
| Sharpe ratio (monthly) | 0.1348 |
| Sortino ratio (monthly) | 0.2254 |
| CAGR, % | -3.29 |
| Calmar ratio (CAGR / Max DD%) | -0.0678 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -107.00 | Fee: 2.89 | Vol: 8034.69
Realized PnL by Symbol
Details
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