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
889.08
Total PnL
-110.92 (-11.09%)
Total Trades (Win/Los)
37 (15/22)
Win Rate
40.54%
Max Drawdown
811.80 (56.96%)
Total Fees
6.77
Position avg (max), %
84.49 (136.43)
Profit Factor
0.89
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 | -9.42% | 22.76% | 27.96% | -25.65% | 22.98% | -15.43% | -17.28% | -2.57% | -9.86% | -2.17% | 41.55% | -11.94% | -2.52% |
| 2025 | -10.38% | -15.49% | 11.81% | -3.82% | -9.05% | -1.86% | -6.09% | 11.97% | -1.38% | -2.48% | 18.67% | 2.07% | -10.94% |
| 2026 | 7.09% | 7.26% | -0.57% | -3.37% | -7.16% | 0.01% | — | — | — | — | — | — | 2.47% |
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 | 889.08 |
| Min balance | 613.39 |
| Max balance | 1425.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | 0.61 |
| Best month, % | 41.55 |
| Worst month, % | -25.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -110.92 |
| Total PnL, % | -11.09 |
| Gross profit | 743.90 |
| Gross loss | 833.86 |
| Trading volume (USDT) | 18836.92 |
| Total transactions (buy/sell) | 41 |
| Total fees | 6.77 |
| Funding net | -14.19 |
| Funding accrued (received) | 38.67 |
| Funding paid | 52.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 15 |
| Los Trades | 22 |
| Win Rate, % | 40.54 |
| Expectancy per trade | -2.4314 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.49 |
| Position max, % of margin balance | 136.43 |
| Max Drawdown | 811.80 |
| Max Drawdown, % | 56.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8921 |
| Recovery Factor (Total PnL / Max DD) | -0.1366 |
| Sharpe ratio (monthly) | 0.1440 |
| Sortino ratio (monthly) | 0.2515 |
| CAGR, % | -4.75 |
| Calmar ratio (CAGR / Max DD%) | -0.0834 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -243.48 | Fee: 2.40 | Vol: 6661.94
Realized PnL by Symbol
Details
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