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
978.05
Total PnL
-21.95 (-2.20%)
Total Trades (Win/Los)
29 (11/18)
Win Rate
37.93%
Max Drawdown
790.96 (54.45%)
Total Fees
5.48
Position avg (max), %
84.41 (135.37)
Profit Factor
1.00
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 | -8.34% | 23.48% | 28.15% | -25.70% | 22.92% | -15.37% | -17.00% | 0.42% | -9.35% | -5.51% | 27.78% | -12.34% | -10.36% |
| 2025 | 10.14% | -20.04% | 9.36% | -5.62% | -12.80% | 1.66% | 2.82% | 9.59% | -1.73% | -5.17% | 19.50% | 2.08% | 3.22% |
| 2026 | 7.44% | 7.50% | -0.64% | -0.66% | -7.24% | 0.01% | — | — | — | — | — | — | 5.76% |
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 | 978.05 |
| Min balance | 661.74 |
| Max balance | 1452.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.07 |
| Average monthly return (arithmetic), % | 0.84 |
| Best month, % | 28.15 |
| Worst month, % | -25.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -21.95 |
| Total PnL, % | -2.20 |
| Gross profit | 708.30 |
| Gross loss | 705.65 |
| Trading volume (USDT) | 15262.99 |
| Total transactions (buy/sell) | 33 |
| Total fees | 5.48 |
| Funding net | -19.11 |
| Funding accrued (received) | 37.53 |
| Funding paid | 56.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 11 |
| Los Trades | 18 |
| Win Rate, % | 37.93 |
| Expectancy per trade | 0.0911 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.41 |
| Position max, % of margin balance | 135.37 |
| Max Drawdown | 790.96 |
| Max Drawdown, % | 54.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0037 |
| Recovery Factor (Total PnL / Max DD) | -0.0278 |
| Sharpe ratio (monthly) | 0.2139 |
| Sortino ratio (monthly) | 0.3412 |
| CAGR, % | -0.91 |
| Calmar ratio (CAGR / Max DD%) | -0.0168 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -199.47 | Fee: 2.07 | Vol: 5758.31
Realized PnL by Symbol
Details
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