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
982.16
Total PnL
-17.84 (-1.78%)
Total Trades (Win/Los)
51 (18/33)
Win Rate
35.29%
Max Drawdown
751.52 (53.19%)
Total Fees
9.31
Position avg (max), %
83.46 (118.26)
Profit Factor
1.01
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% | 27.74% | 26.52% | -24.79% | 22.19% | -14.49% | -16.92% | 3.19% | -7.92% | -3.02% | 31.56% | -12.73% | -2.56% |
| 2025 | -6.91% | -15.62% | 11.39% | -5.93% | -8.96% | -1.84% | 3.02% | 11.76% | -0.16% | -8.43% | 20.04% | 2.02% | -5.19% |
| 2026 | 3.62% | 9.12% | -1.05% | 0.31% | -5.22% | 0.01% | — | — | — | — | — | — | 6.38% |
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 | 982.16 |
| Min balance | 661.39 |
| Max balance | 1412.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.86 |
| Best month, % | 31.56 |
| Worst month, % | -24.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -17.84 |
| Total PnL, % | -1.78 |
| Gross profit | 924.45 |
| Gross loss | 916.20 |
| Trading volume (USDT) | 25880.62 |
| Total transactions (buy/sell) | 55 |
| Total fees | 9.31 |
| Funding net | -16.79 |
| Funding accrued (received) | 38.42 |
| Funding paid | 55.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 18 |
| Los Trades | 33 |
| Win Rate, % | 35.29 |
| Expectancy per trade | 0.1618 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.46 |
| Position max, % of margin balance | 118.26 |
| Max Drawdown | 751.52 |
| Max Drawdown, % | 53.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0090 |
| Recovery Factor (Total PnL / Max DD) | -0.0237 |
| Sharpe ratio (monthly) | 0.2151 |
| Sortino ratio (monthly) | 0.3631 |
| CAGR, % | -0.74 |
| Calmar ratio (CAGR / Max DD%) | -0.0140 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -42.18 | Fee: 2.41 | Vol: 6701.91
Realized PnL by Symbol
Details
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