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
937.88
Total PnL
-62.12 (-6.21%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
717.11 (52.26%)
Total Fees
6.73
Position avg (max), %
83.19 (134.40)
Profit Factor
0.95
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% | -12.84% | -5.44% | -5.98% | -8.43% | -1.24% | 42.51% | -11.84% | 11.16% |
| 2025 | -13.57% | -17.48% | 11.84% | -3.77% | -9.37% | -1.64% | -6.83% | 11.63% | -1.12% | -3.34% | 19.56% | 2.09% | -16.98% |
| 2026 | 7.46% | 7.52% | -0.64% | -3.98% | -7.77% | 0.01% | — | — | — | — | — | — | 1.68% |
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 | 937.88 |
| Min balance | 654.99 |
| Max balance | 1372.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.21 |
| Average monthly return (arithmetic), % | 0.72 |
| Best month, % | 42.51 |
| Worst month, % | -24.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -62.12 |
| Total PnL, % | -6.21 |
| Gross profit | 708.74 |
| Gross loss | 745.53 |
| Trading volume (USDT) | 18720.45 |
| Total transactions (buy/sell) | 39 |
| Total fees | 6.73 |
| Funding net | -18.60 |
| Funding accrued (received) | 38.19 |
| Funding paid | 56.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -1.0513 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.19 |
| Position max, % of margin balance | 134.40 |
| Max Drawdown | 717.11 |
| Max Drawdown, % | 52.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9506 |
| Recovery Factor (Total PnL / Max DD) | -0.0866 |
| Sharpe ratio (monthly) | 0.1756 |
| Sortino ratio (monthly) | 0.3150 |
| CAGR, % | -2.62 |
| Calmar ratio (CAGR / Max DD%) | -0.0501 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -173.46 | Fee: 2.07 | Vol: 5753.19
Realized PnL by Symbol
Details
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