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
987.42
Total PnL
-12.58 (-1.26%)
Total Trades (Win/Los)
24 (11/13)
Win Rate
45.83%
Max Drawdown
772.80 (51.65%)
Total Fees
4.89
Position avg (max), %
84.65 (137.34)
Profit Factor
1.03
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% | 21.01% | 27.94% | -25.46% | 22.52% | -9.85% | -9.46% | -7.95% | -8.79% | -4.76% | 31.19% | -12.60% | 2.09% |
| 2025 | 10.45% | -21.17% | 9.54% | -5.14% | -14.46% | 1.66% | -2.60% | 10.33% | -0.42% | -7.29% | 19.66% | 2.01% | -4.75% |
| 2026 | 7.63% | 7.60% | -0.72% | -4.14% | -7.82% | 0.01% | — | — | — | — | — | — | 1.60% |
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 | 987.42 |
| Min balance | 723.40 |
| Max balance | 1496.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 31.19 |
| Worst month, % | -25.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -12.58 |
| Total PnL, % | -1.26 |
| Gross profit | 627.20 |
| Gross loss | 609.31 |
| Trading volume (USDT) | 13625.39 |
| Total transactions (buy/sell) | 28 |
| Total fees | 4.89 |
| Funding net | -25.58 |
| Funding accrued (received) | 37.92 |
| Funding paid | 63.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 11 |
| Los Trades | 13 |
| Win Rate, % | 45.83 |
| Expectancy per trade | 0.7455 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.65 |
| Position max, % of margin balance | 137.34 |
| Max Drawdown | 772.80 |
| Max Drawdown, % | 51.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0294 |
| Recovery Factor (Total PnL / Max DD) | -0.0163 |
| Sharpe ratio (monthly) | 0.2166 |
| Sortino ratio (monthly) | 0.3596 |
| CAGR, % | -0.52 |
| Calmar ratio (CAGR / Max DD%) | -0.0101 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -144.10 | Fee: 1.70 | Vol: 4724.75
Realized PnL by Symbol
Details
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