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
955.36
Total PnL
-44.64 (-4.46%)
Total Trades (Win/Los)
41 (15/26)
Win Rate
36.59%
Max Drawdown
716.29 (52.36%)
Total Fees
7.57
Position avg (max), %
83.68 (122.13)
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 | -13.57% | 23.27% | 28.19% | -25.69% | 22.85% | -15.32% | -16.68% | -0.47% | -9.02% | 0.32% | 40.67% | -11.76% | -0.82% |
| 2025 | -7.98% | -15.53% | 11.31% | -3.67% | -8.70% | -1.78% | -2.93% | 11.46% | -0.74% | -10.13% | 21.13% | 2.11% | -10.77% |
| 2026 | 8.16% | 8.09% | -0.80% | 0.44% | -7.27% | 0.01% | — | — | — | — | — | — | 8.02% |
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 | 955.36 |
| Min balance | 651.75 |
| Max balance | 1368.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | 0.87 |
| Best month, % | 40.67 |
| Worst month, % | -25.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -44.64 |
| Total PnL, % | -4.46 |
| Gross profit | 827.93 |
| Gross loss | 849.58 |
| Trading volume (USDT) | 21071.05 |
| Total transactions (buy/sell) | 45 |
| Total fees | 7.57 |
| Funding net | -15.41 |
| Funding accrued (received) | 38.03 |
| Funding paid | 53.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 15 |
| Los Trades | 26 |
| Win Rate, % | 36.59 |
| Expectancy per trade | -0.5281 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.68 |
| Position max, % of margin balance | 122.13 |
| Max Drawdown | 716.29 |
| Max Drawdown, % | 52.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9745 |
| Recovery Factor (Total PnL / Max DD) | -0.0623 |
| Sharpe ratio (monthly) | 0.2041 |
| Sortino ratio (monthly) | 0.3550 |
| CAGR, % | -1.87 |
| Calmar ratio (CAGR / Max DD%) | -0.0358 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -126.78 | Fee: 2.39 | Vol: 6644.56
Realized PnL by Symbol
Details
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