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
967.87
Total PnL
-32.13 (-3.21%)
Total Trades (Win/Los)
24 (11/13)
Win Rate
45.83%
Max Drawdown
723.49 (50.21%)
Total Fees
4.79
Position avg (max), %
83.60 (137.57)
Profit Factor
0.99
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% | 18.47% | 25.87% | -24.31% | 21.62% | -9.55% | -10.52% | -6.35% | -8.98% | -4.64% | 30.03% | -12.21% | -0.53% |
| 2025 | 10.35% | -20.41% | 9.22% | -5.29% | -13.98% | 1.62% | -1.95% | 10.07% | -0.51% | -7.22% | 19.21% | 1.95% | -3.85% |
| 2026 | 7.55% | 7.52% | -0.75% | -4.22% | -7.90% | 0.01% | — | — | — | — | — | — | 1.26% |
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 | 967.87 |
| Min balance | 717.41 |
| Max balance | 1440.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.11 |
| Average monthly return (arithmetic), % | 0.71 |
| Best month, % | 30.03 |
| Worst month, % | -24.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -32.13 |
| Total PnL, % | -3.21 |
| Gross profit | 594.21 |
| Gross loss | 597.76 |
| Trading volume (USDT) | 13346.41 |
| Total transactions (buy/sell) | 28 |
| Total fees | 4.79 |
| Funding net | -23.78 |
| Funding accrued (received) | 37.10 |
| Funding paid | 60.89 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 11 |
| Los Trades | 13 |
| Win Rate, % | 45.83 |
| Expectancy per trade | -0.1479 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.60 |
| Position max, % of margin balance | 137.57 |
| Max Drawdown | 723.49 |
| Max Drawdown, % | 50.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9941 |
| Recovery Factor (Total PnL / Max DD) | -0.0444 |
| Sharpe ratio (monthly) | 0.1891 |
| Sortino ratio (monthly) | 0.3096 |
| CAGR, % | -1.34 |
| Calmar ratio (CAGR / Max DD%) | -0.0267 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -174.52 | Fee: 1.63 | Vol: 4548.96
Realized PnL by Symbol
Details
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