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
826.15
Total PnL
-173.85 (-17.39%)
Total Trades (Win/Los)
55 (20/35)
Win Rate
36.36%
Max Drawdown
774.39 (55.71%)
Total Fees
9.32
Position avg (max), %
83.10 (126.74)
Profit Factor
0.86
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 | -12.71% | 24.24% | 27.97% | -25.75% | 5.08% | -13.93% | -18.90% | 3.53% | -12.39% | -4.21% | 31.77% | -12.86% | -24.60% |
| 2025 | -6.56% | -0.24% | 8.10% | -6.60% | -3.78% | -1.52% | 3.67% | 11.49% | -0.17% | -5.08% | 19.35% | 2.04% | 18.96% |
| 2026 | 4.05% | 9.35% | -11.99% | 0.15% | -8.11% | 0.01% | — | — | — | — | — | — | -7.83% |
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 | 826.15 |
| Min balance | 615.67 |
| Max balance | 1390.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.63 |
| Average monthly return (arithmetic), % | 0.20 |
| Best month, % | 31.77 |
| Worst month, % | -25.75 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -173.85 |
| Total PnL, % | -17.39 |
| Gross profit | 899.20 |
| Gross loss | 1047.60 |
| Trading volume (USDT) | 25926.18 |
| Total transactions (buy/sell) | 59 |
| Total fees | 9.32 |
| Funding net | -16.13 |
| Funding accrued (received) | 34.17 |
| Funding paid | 50.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 55 |
| Win Trades | 20 |
| Los Trades | 35 |
| Win Rate, % | 36.36 |
| Expectancy per trade | -2.6982 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.10 |
| Position max, % of margin balance | 126.74 |
| Max Drawdown | 774.39 |
| Max Drawdown, % | 55.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8583 |
| Recovery Factor (Total PnL / Max DD) | -0.2245 |
| Sharpe ratio (monthly) | 0.0529 |
| Sortino ratio (monthly) | 0.0839 |
| CAGR, % | -7.60 |
| Calmar ratio (CAGR / Max DD%) | -0.1365 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -267.70 | Fee: 2.98 | Vol: 8278.74
Realized PnL by Symbol
Details
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