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
898.32
Total PnL
-101.68 (-10.17%)
Total Trades (Win/Los)
33 (13/20)
Win Rate
39.39%
Max Drawdown
762.82 (54.77%)
Total Fees
6.11
Position avg (max), %
83.49 (140.16)
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 | -11.76% | 22.68% | 28.45% | -25.78% | 22.84% | -15.49% | -16.93% | -2.62% | -10.09% | -1.95% | 41.00% | -11.92% | -5.12% |
| 2025 | -2.83% | -16.63% | 9.61% | -5.76% | -13.14% | 1.71% | -3.24% | 10.74% | -1.11% | -3.70% | 19.45% | 2.17% | -7.92% |
| 2026 | 7.27% | 7.43% | -0.55% | -3.33% | -7.15% | 0.01% | — | — | — | — | — | — | 2.88% |
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 | 898.32 |
| Min balance | 630.00 |
| Max balance | 1392.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.35 |
| Average monthly return (arithmetic), % | 0.65 |
| Best month, % | 41.00 |
| Worst month, % | -25.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -101.68 |
| Total PnL, % | -10.17 |
| Gross profit | 716.56 |
| Gross loss | 796.62 |
| Trading volume (USDT) | 17004.88 |
| Total transactions (buy/sell) | 37 |
| Total fees | 6.11 |
| Funding net | -15.51 |
| Funding accrued (received) | 37.17 |
| Funding paid | 52.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 13 |
| Los Trades | 20 |
| Win Rate, % | 39.39 |
| Expectancy per trade | -2.4262 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.49 |
| Position max, % of margin balance | 140.16 |
| Max Drawdown | 762.82 |
| Max Drawdown, % | 54.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8995 |
| Recovery Factor (Total PnL / Max DD) | -0.1333 |
| Sharpe ratio (monthly) | 0.1536 |
| Sortino ratio (monthly) | 0.2637 |
| CAGR, % | -4.34 |
| Calmar ratio (CAGR / Max DD%) | -0.0793 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -207.45 | Fee: 2.32 | Vol: 6462.61
Realized PnL by Symbol
Details
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