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
947.16
Total PnL
-52.84 (-5.28%)
Total Trades (Win/Los)
44 (17/27)
Win Rate
38.64%
Max Drawdown
652.28 (46.25%)
Total Fees
8.86
Position avg (max), %
83.13 (130.97)
Profit Factor
0.97
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% | 22.62% | 28.00% | -25.46% | 22.46% | -16.07% | -17.08% | 1.01% | -9.49% | -1.01% | 40.15% | -11.66% | 0.22% |
| 2025 | -10.20% | -1.26% | 8.45% | -3.89% | -4.81% | -1.71% | -1.43% | 10.73% | -0.94% | -10.22% | 20.30% | 2.02% | 3.01% |
| 2026 | 7.89% | 7.78% | -11.21% | 0.36% | -11.41% | 0.01% | — | — | — | — | — | — | -8.18% |
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 | 947.16 |
| Min balance | 757.99 |
| Max balance | 1410.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.18 |
| Average monthly return (arithmetic), % | 0.79 |
| Best month, % | 40.15 |
| Worst month, % | -25.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -52.84 |
| Total PnL, % | -5.28 |
| Gross profit | 932.36 |
| Gross loss | 961.97 |
| Trading volume (USDT) | 24658.41 |
| Total transactions (buy/sell) | 48 |
| Total fees | 8.86 |
| Funding net | -14.37 |
| Funding accrued (received) | 42.04 |
| Funding paid | 56.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 17 |
| Los Trades | 27 |
| Win Rate, % | 38.64 |
| Expectancy per trade | -0.6730 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.13 |
| Position max, % of margin balance | 130.97 |
| Max Drawdown | 652.28 |
| Max Drawdown, % | 46.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9692 |
| Recovery Factor (Total PnL / Max DD) | -0.0810 |
| Sharpe ratio (monthly) | 0.1905 |
| Sortino ratio (monthly) | 0.3309 |
| CAGR, % | -2.22 |
| Calmar ratio (CAGR / Max DD%) | -0.0481 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -237.47 | Fee: 3.00 | Vol: 8342.79
Realized PnL by Symbol
Details
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