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
854.62
Total PnL
-145.38 (-14.54%)
Total Trades (Win/Los)
37 (15/22)
Win Rate
40.54%
Max Drawdown
779.44 (56.81%)
Total Fees
6.57
Position avg (max), %
83.43 (130.58)
Profit Factor
0.85
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% | 20.20% | 25.76% | -24.42% | 22.01% | -15.46% | -17.66% | -3.17% | -9.38% | -2.05% | 40.56% | -11.62% | -6.16% |
| 2025 | -10.65% | -15.40% | 11.35% | -3.75% | -8.39% | -2.04% | -6.22% | 10.97% | -1.28% | -2.34% | 19.55% | 2.15% | -10.92% |
| 2026 | 7.36% | 7.52% | -0.59% | -3.83% | -7.33% | 0.01% | — | — | — | — | — | — | 2.29% |
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 | 854.62 |
| Min balance | 592.67 |
| Max balance | 1372.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.52 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 40.56 |
| Worst month, % | -24.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -145.38 |
| Total PnL, % | -14.54 |
| Gross profit | 694.03 |
| Gross loss | 819.50 |
| Trading volume (USDT) | 18265.59 |
| Total transactions (buy/sell) | 41 |
| Total fees | 6.57 |
| Funding net | -13.35 |
| Funding accrued (received) | 36.94 |
| Funding paid | 50.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 15 |
| Los Trades | 22 |
| Win Rate, % | 40.54 |
| Expectancy per trade | -3.3910 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.43 |
| Position max, % of margin balance | 130.58 |
| Max Drawdown | 779.44 |
| Max Drawdown, % | 56.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8469 |
| Recovery Factor (Total PnL / Max DD) | -0.1865 |
| Sharpe ratio (monthly) | 0.1019 |
| Sortino ratio (monthly) | 0.1749 |
| CAGR, % | -6.30 |
| Calmar ratio (CAGR / Max DD%) | -0.1109 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -276.30 | Fee: 2.30 | Vol: 6386.47
Realized PnL by Symbol
Details
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