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
949.52
Total PnL
-50.48 (-5.05%)
Total Trades (Win/Los)
28 (13/15)
Win Rate
46.43%
Max Drawdown
794.95 (52.53%)
Total Fees
5.35
Position avg (max), %
82.68 (139.16)
Profit Factor
0.96
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 | -3.52% | 22.01% | 28.36% | -25.68% | 22.67% | -20.18% | -18.12% | -3.16% | -10.02% | -2.05% | 40.76% | -11.87% | -4.68% |
| 2025 | 10.51% | -18.08% | 9.05% | -5.12% | -12.80% | 1.58% | -1.53% | 11.93% | -2.96% | -7.94% | 18.30% | 1.95% | -1.47% |
| 2026 | 7.12% | 7.20% | -0.65% | -3.94% | -7.71% | 0.01% | — | — | — | — | — | — | 1.16% |
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 | 949.52 |
| Min balance | 718.52 |
| Max balance | 1513.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.17 |
| Average monthly return (arithmetic), % | 0.87 |
| Best month, % | 40.76 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -50.48 |
| Total PnL, % | -5.05 |
| Gross profit | 646.53 |
| Gross loss | 673.62 |
| Trading volume (USDT) | 14902.13 |
| Total transactions (buy/sell) | 32 |
| Total fees | 5.35 |
| Funding net | -18.03 |
| Funding accrued (received) | 38.31 |
| Funding paid | 56.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 13 |
| Los Trades | 15 |
| Win Rate, % | 46.43 |
| Expectancy per trade | -0.9677 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.68 |
| Position max, % of margin balance | 139.16 |
| Max Drawdown | 794.95 |
| Max Drawdown, % | 52.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9598 |
| Recovery Factor (Total PnL / Max DD) | -0.0635 |
| Sharpe ratio (monthly) | 0.2042 |
| Sortino ratio (monthly) | 0.3423 |
| CAGR, % | -2.12 |
| Calmar ratio (CAGR / Max DD%) | -0.0404 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -197.42 | Fee: 2.07 | Vol: 5755.17
Realized PnL by Symbol
Details
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