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
870.41
Total PnL
-129.59 (-12.96%)
Total Trades (Win/Los)
26 (12/14)
Win Rate
46.15%
Max Drawdown
877.90 (58.01%)
Total Fees
5.09
Position avg (max), %
86.61 (143.36)
Profit Factor
0.86
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% | -15.98% | -17.07% | -3.04% | -9.83% | -6.08% | 27.57% | -12.55% | -12.07% |
| 2025 | 10.34% | -20.39% | 9.57% | -5.74% | -13.42% | 1.71% | -2.09% | 9.96% | -0.32% | -7.47% | 19.65% | 2.04% | -3.16% |
| 2026 | 7.62% | 7.67% | -0.72% | -4.17% | -7.23% | 0.01% | — | — | — | — | — | — | 2.28% |
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 | 870.41 |
| Min balance | 635.57 |
| Max balance | 1513.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.46 |
| Average monthly return (arithmetic), % | 0.46 |
| Best month, % | 28.36 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -129.59 |
| Total PnL, % | -12.96 |
| Gross profit | 644.10 |
| Gross loss | 749.94 |
| Trading volume (USDT) | 14179.32 |
| Total transactions (buy/sell) | 30 |
| Total fees | 5.09 |
| Funding net | -18.66 |
| Funding accrued (received) | 37.89 |
| Funding paid | 56.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 12 |
| Los Trades | 14 |
| Win Rate, % | 46.15 |
| Expectancy per trade | -4.0706 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.61 |
| Position max, % of margin balance | 143.36 |
| Max Drawdown | 877.90 |
| Max Drawdown, % | 58.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8589 |
| Recovery Factor (Total PnL / Max DD) | -0.1476 |
| Sharpe ratio (monthly) | 0.1167 |
| Sortino ratio (monthly) | 0.1836 |
| CAGR, % | -5.59 |
| Calmar ratio (CAGR / Max DD%) | -0.0963 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -299.21 | Fee: 2.05 | Vol: 5716.02
Realized PnL by Symbol
Details
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