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
883.15
Total PnL
-116.85 (-11.68%)
Total Trades (Win/Los)
35 (14/21)
Win Rate
40.00%
Max Drawdown
704.93 (53.35%)
Total Fees
6.30
Position avg (max), %
82.54 (122.62)
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 | -11.26% | 18.26% | 25.72% | -24.27% | 21.67% | -9.63% | -11.78% | -5.74% | -8.65% | -1.85% | 40.51% | -11.92% | 1.37% |
| 2025 | -12.89% | -16.05% | 11.76% | -3.80% | -9.02% | -1.85% | -6.06% | 11.92% | -1.38% | -3.72% | 19.60% | 2.18% | -14.35% |
| 2026 | 7.32% | 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 | 883.15 |
| Min balance | 616.41 |
| Max balance | 1321.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.41 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 40.51 |
| Worst month, % | -24.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -116.85 |
| Total PnL, % | -11.68 |
| Gross profit | 624.78 |
| Gross loss | 718.44 |
| Trading volume (USDT) | 17519.46 |
| Total transactions (buy/sell) | 39 |
| Total fees | 6.30 |
| Funding net | -16.89 |
| Funding accrued (received) | 35.93 |
| Funding paid | 52.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 14 |
| Los Trades | 21 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -2.6760 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.54 |
| Position max, % of margin balance | 122.62 |
| Max Drawdown | 704.93 |
| Max Drawdown, % | 53.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8696 |
| Recovery Factor (Total PnL / Max DD) | -0.1658 |
| Sharpe ratio (monthly) | 0.1205 |
| Sortino ratio (monthly) | 0.2120 |
| CAGR, % | -5.02 |
| Calmar ratio (CAGR / Max DD%) | -0.0940 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -166.86 | Fee: 1.95 | Vol: 5413.42
Realized PnL by Symbol
Details
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