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
725.90
Total PnL
-274.10 (-27.41%)
Total Trades (Win/Los)
47 (19/28)
Win Rate
40.43%
Max Drawdown
758.56 (56.62%)
Total Fees
7.75
Position avg (max), %
83.53 (146.54)
Profit Factor
0.75
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 | -11.24% | 19.43% | 26.18% | -21.43% | 0.34% | -4.70% | -20.68% | -2.21% | -10.12% | -2.61% | 29.19% | -12.62% | -22.96% |
| 2025 | -15.24% | 1.07% | 8.90% | -3.78% | -1.97% | -10.54% | 6.26% | 11.35% | -0.79% | -2.88% | 18.56% | 2.04% | 8.60% |
| 2026 | 2.38% | 7.63% | -6.64% | -4.54% | -11.61% | 0.01% | — | — | — | — | — | — | -13.17% |
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 | 725.90 |
| Min balance | 581.09 |
| Max balance | 1339.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.06 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 29.19 |
| Worst month, % | -21.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -274.10 |
| Total PnL, % | -27.41 |
| Gross profit | 751.67 |
| Gross loss | 1008.80 |
| Trading volume (USDT) | 21565.62 |
| Total transactions (buy/sell) | 51 |
| Total fees | 7.75 |
| Funding net | -9.22 |
| Funding accrued (received) | 35.96 |
| Funding paid | 45.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 47 |
| Win Trades | 19 |
| Los Trades | 28 |
| Win Rate, % | 40.43 |
| Expectancy per trade | -5.4708 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.53 |
| Position max, % of margin balance | 146.54 |
| Max Drawdown | 758.56 |
| Max Drawdown, % | 56.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7451 |
| Recovery Factor (Total PnL / Max DD) | -0.3613 |
| Sharpe ratio (monthly) | -0.0968 |
| Sortino ratio (monthly) | -0.1491 |
| CAGR, % | -12.42 |
| Calmar ratio (CAGR / Max DD%) | -0.2194 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -277.07 | Fee: 2.51 | Vol: 6974.26
Realized PnL by Symbol
Details
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