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
789.81
Total PnL
-210.19 (-21.02%)
Total Trades (Win/Los)
45 (19/26)
Win Rate
42.22%
Max Drawdown
777.96 (58.24%)
Total Fees
7.35
Position avg (max), %
84.48 (149.30)
Profit Factor
0.79
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 | -11.26% | 19.02% | 26.27% | -21.49% | 0.34% | -4.71% | -21.59% | -2.24% | -10.28% | -2.65% | 29.72% | -12.80% | -24.19% |
| 2025 | -18.20% | 2.86% | 9.88% | -3.83% | -3.10% | -10.70% | 6.51% | 11.78% | -0.82% | -2.97% | 19.21% | 2.10% | 7.28% |
| 2026 | 2.13% | 7.87% | -6.70% | -0.25% | -5.23% | 0.01% | — | — | — | — | — | — | -2.83% |
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 | 789.81 |
| Min balance | 557.83 |
| Max balance | 1335.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.78 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 29.72 |
| Worst month, % | -21.59 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -210.19 |
| Total PnL, % | -21.02 |
| Gross profit | 727.46 |
| Gross loss | 919.32 |
| Trading volume (USDT) | 20453.80 |
| Total transactions (buy/sell) | 49 |
| Total fees | 7.35 |
| Funding net | -10.97 |
| Funding accrued (received) | 34.80 |
| Funding paid | 45.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 19 |
| Los Trades | 26 |
| Win Rate, % | 42.22 |
| Expectancy per trade | -4.2636 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.48 |
| Position max, % of margin balance | 149.30 |
| Max Drawdown | 777.96 |
| Max Drawdown, % | 58.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7913 |
| Recovery Factor (Total PnL / Max DD) | -0.2702 |
| Sharpe ratio (monthly) | -0.0107 |
| Sortino ratio (monthly) | -0.0165 |
| CAGR, % | -9.31 |
| Calmar ratio (CAGR / Max DD%) | -0.1598 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -192.96 | Fee: 2.11 | Vol: 5881.28
Realized PnL by Symbol
Details
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