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
985.96
Total PnL
-14.04 (-1.40%)
Total Trades (Win/Los)
37 (13/24)
Win Rate
35.14%
Max Drawdown
651.26 (49.30%)
Total Fees
6.90
Position avg (max), %
82.84 (127.62)
Profit Factor
1.01
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 | -16.09% | 22.54% | 28.25% | -25.77% | 23.01% | -15.15% | -16.91% | 0.11% | -9.10% | 2.97% | 40.85% | -11.80% | -1.18% |
| 2025 | -1.68% | -17.08% | 10.00% | -5.69% | -13.44% | 1.74% | 2.03% | 10.98% | -0.71% | -9.44% | 20.18% | 2.03% | -7.02% |
| 2026 | 7.86% | 7.81% | -0.78% | 0.47% | -7.38% | 0.01% | — | — | — | — | — | — | 7.38% |
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 | 985.96 |
| Min balance | 669.65 |
| Max balance | 1320.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.05 |
| Average monthly return (arithmetic), % | 0.99 |
| Best month, % | 40.85 |
| Worst month, % | -25.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -14.04 |
| Total PnL, % | -1.40 |
| Gross profit | 805.65 |
| Gross loss | 796.24 |
| Trading volume (USDT) | 19199.47 |
| Total transactions (buy/sell) | 41 |
| Total fees | 6.90 |
| Funding net | -16.55 |
| Funding accrued (received) | 37.03 |
| Funding paid | 53.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 13 |
| Los Trades | 24 |
| Win Rate, % | 35.14 |
| Expectancy per trade | 0.2545 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.84 |
| Position max, % of margin balance | 127.62 |
| Max Drawdown | 651.26 |
| Max Drawdown, % | 49.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0118 |
| Recovery Factor (Total PnL / Max DD) | -0.0216 |
| Sharpe ratio (monthly) | 0.2328 |
| Sortino ratio (monthly) | 0.3920 |
| CAGR, % | -0.58 |
| Calmar ratio (CAGR / Max DD%) | -0.0118 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -89.45 | Fee: 2.33 | Vol: 6493.89
Realized PnL by Symbol
Details
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