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
785.12
Total PnL
-214.88 (-21.49%)
Total Trades (Win/Los)
47 (19/28)
Win Rate
40.43%
Max Drawdown
762.75 (55.59%)
Total Fees
8.06
Position avg (max), %
82.89 (143.35)
Profit Factor
0.80
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 | -9.42% | 20.20% | 25.76% | -21.26% | 0.35% | -4.89% | -21.09% | -2.17% | -9.93% | -2.85% | 28.46% | -12.46% | -21.85% |
| 2025 | -11.36% | 1.30% | 8.72% | -3.87% | -1.75% | -11.01% | 6.27% | 12.13% | -0.90% | -2.89% | 18.20% | 2.03% | 13.47% |
| 2026 | 3.08% | 7.38% | -6.55% | -4.29% | -10.53% | 0.01% | — | — | — | — | — | — | -11.41% |
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 | 785.12 |
| Min balance | 609.35 |
| Max balance | 1372.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.80 |
| Average monthly return (arithmetic), % | -0.11 |
| Best month, % | 28.46 |
| Worst month, % | -21.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -214.88 |
| Total PnL, % | -21.49 |
| Gross profit | 811.43 |
| Gross loss | 1008.40 |
| Trading volume (USDT) | 22415.31 |
| Total transactions (buy/sell) | 51 |
| Total fees | 8.06 |
| Funding net | -9.86 |
| Funding accrued (received) | 36.92 |
| Funding paid | 46.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 47 |
| Win Trades | 19 |
| Los Trades | 28 |
| Win Rate, % | 40.43 |
| Expectancy per trade | -4.1908 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.89 |
| Position max, % of margin balance | 143.35 |
| Max Drawdown | 762.75 |
| Max Drawdown, % | 55.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8047 |
| Recovery Factor (Total PnL / Max DD) | -0.2817 |
| Sharpe ratio (monthly) | -0.0324 |
| Sortino ratio (monthly) | -0.0509 |
| CAGR, % | -9.53 |
| Calmar ratio (CAGR / Max DD%) | -0.1715 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -244.39 | Fee: 2.60 | Vol: 7237.54
Realized PnL by Symbol
Details
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