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
883.55
Total PnL
-116.45 (-11.65%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
722.86 (53.96%)
Total Fees
6.39
Position avg (max), %
83.15 (135.91)
Profit Factor
0.87
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 | -11.24% | 19.43% | 26.18% | -24.51% | 21.83% | -9.68% | -10.55% | -6.12% | -8.47% | -1.81% | 39.57% | -11.72% | 3.32% |
| 2025 | -13.17% | -17.32% | 11.75% | -3.80% | -9.01% | -1.85% | -6.06% | 11.91% | -1.38% | -3.72% | 19.59% | 2.18% | -15.93% |
| 2026 | 7.31% | 7.47% | -0.55% | -3.82% | -7.76% | 0.01% | — | — | — | — | — | — | 1.77% |
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 | 883.55 |
| Min balance | 616.80 |
| Max balance | 1339.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.41 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 39.57 |
| Worst month, % | -24.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -116.45 |
| Total PnL, % | -11.65 |
| Gross profit | 642.42 |
| Gross loss | 734.23 |
| Trading volume (USDT) | 17774.67 |
| Total transactions (buy/sell) | 39 |
| Total fees | 6.39 |
| Funding net | -18.25 |
| Funding accrued (received) | 35.94 |
| Funding paid | 54.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -2.6232 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.15 |
| Position max, % of margin balance | 135.91 |
| Max Drawdown | 722.86 |
| Max Drawdown, % | 53.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8750 |
| Recovery Factor (Total PnL / Max DD) | -0.1611 |
| Sharpe ratio (monthly) | 0.1225 |
| Sortino ratio (monthly) | 0.2143 |
| CAGR, % | -5.00 |
| Calmar ratio (CAGR / Max DD%) | -0.0926 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -161.26 | Fee: 1.96 | Vol: 5466.90
Realized PnL by Symbol
Details
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