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
892.55
Total PnL
-107.45 (-10.74%)
Total Trades (Win/Los)
35 (13/22)
Win Rate
37.14%
Max Drawdown
797.21 (57.01%)
Total Fees
6.47
Position avg (max), %
85.68 (139.09)
Profit Factor
0.90
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 | -11.47% | 22.92% | 28.31% | -25.68% | 22.72% | -15.43% | -16.84% | -2.61% | -10.02% | -1.14% | 41.88% | -12.01% | -3.14% |
| 2025 | -2.44% | -17.10% | 9.97% | -5.59% | -13.71% | 1.76% | -2.60% | 11.46% | -0.97% | -13.37% | 22.73% | 2.24% | -13.84% |
| 2026 | 8.65% | 8.54% | -0.84% | -1.47% | -7.13% | 0.01% | — | — | — | — | — | — | 7.01% |
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 | 892.55 |
| Min balance | 601.27 |
| Max balance | 1398.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.38 |
| Average monthly return (arithmetic), % | 0.69 |
| Best month, % | 41.88 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -107.45 |
| Total PnL, % | -10.74 |
| Gross profit | 758.96 |
| Gross loss | 844.32 |
| Trading volume (USDT) | 18002.87 |
| Total transactions (buy/sell) | 39 |
| Total fees | 6.47 |
| Funding net | -15.62 |
| Funding accrued (received) | 38.37 |
| Funding paid | 53.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 13 |
| Los Trades | 22 |
| Win Rate, % | 37.14 |
| Expectancy per trade | -2.4388 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.68 |
| Position max, % of margin balance | 139.09 |
| Max Drawdown | 797.21 |
| Max Drawdown, % | 57.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8989 |
| Recovery Factor (Total PnL / Max DD) | -0.1348 |
| Sharpe ratio (monthly) | 0.1591 |
| Sortino ratio (monthly) | 0.2723 |
| CAGR, % | -4.60 |
| Calmar ratio (CAGR / Max DD%) | -0.0807 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -202.54 | Fee: 2.30 | Vol: 6410.74
Realized PnL by Symbol
Details
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