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
775.02
Total PnL
-224.98 (-22.50%)
Total Trades (Win/Los)
33 (13/20)
Win Rate
39.39%
Max Drawdown
777.82 (58.32%)
Total Fees
5.60
Position avg (max), %
82.17 (132.11)
Profit Factor
0.74
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 | -11.84% | 19.57% | 26.33% | -24.62% | 21.96% | -18.55% | -18.20% | -3.33% | -9.36% | -2.82% | 39.42% | -11.89% | -14.69% |
| 2025 | -3.58% | -16.45% | 10.40% | -6.10% | -14.92% | 1.91% | -2.63% | 11.21% | -1.46% | -2.16% | 16.86% | 1.81% | -10.07% |
| 2026 | 6.56% | 6.52% | -0.55% | -3.35% | -7.36% | 0.01% | — | — | — | — | — | — | 1.08% |
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 | 775.02 |
| Min balance | 555.85 |
| Max balance | 1333.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.84 |
| Average monthly return (arithmetic), % | 0.11 |
| Best month, % | 39.42 |
| Worst month, % | -24.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -224.98 |
| Total PnL, % | -22.50 |
| Gross profit | 575.07 |
| Gross loss | 778.71 |
| Trading volume (USDT) | 15584.33 |
| Total transactions (buy/sell) | 37 |
| Total fees | 5.60 |
| Funding net | -15.74 |
| Funding accrued (received) | 32.49 |
| Funding paid | 48.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 13 |
| Los Trades | 20 |
| Win Rate, % | 39.39 |
| Expectancy per trade | -6.1709 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.17 |
| Position max, % of margin balance | 132.11 |
| Max Drawdown | 777.82 |
| Max Drawdown, % | 58.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7385 |
| Recovery Factor (Total PnL / Max DD) | -0.2892 |
| Sharpe ratio (monthly) | 0.0274 |
| Sortino ratio (monthly) | 0.0445 |
| CAGR, % | -10.02 |
| Calmar ratio (CAGR / Max DD%) | -0.1717 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -283.27 | Fee: 2.09 | Vol: 5825.48
Realized PnL by Symbol
Details
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