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
986.88
Total PnL
-13.12 (-1.31%)
Total Trades (Win/Los)
29 (11/18)
Win Rate
37.93%
Max Drawdown
801.20 (54.40%)
Total Fees
5.51
Position avg (max), %
84.44 (133.10)
Profit Factor
1.02
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 | -10.42% | 27.74% | 28.51% | -25.87% | 23.00% | -15.39% | -16.80% | 0.42% | -9.22% | -5.42% | 27.32% | -12.18% | -9.01% |
| 2025 | 9.99% | -19.64% | 9.71% | -5.46% | -13.37% | 1.71% | 2.37% | 9.47% | -1.71% | -5.11% | 19.26% | 2.06% | 2.75% |
| 2026 | 7.36% | 7.43% | -0.63% | -0.65% | -7.25% | 0.01% | — | — | — | — | — | — | 5.62% |
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 | 986.88 |
| Min balance | 671.72 |
| Max balance | 1472.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 28.51 |
| Worst month, % | -25.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -13.12 |
| Total PnL, % | -1.31 |
| Gross profit | 722.49 |
| Gross loss | 710.75 |
| Trading volume (USDT) | 15344.80 |
| Total transactions (buy/sell) | 33 |
| Total fees | 5.51 |
| Funding net | -19.35 |
| Funding accrued (received) | 38.01 |
| Funding paid | 57.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 11 |
| Los Trades | 18 |
| Win Rate, % | 37.93 |
| Expectancy per trade | 0.4048 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.44 |
| Position max, % of margin balance | 133.10 |
| Max Drawdown | 801.20 |
| Max Drawdown, % | 54.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0165 |
| Recovery Factor (Total PnL / Max DD) | -0.0164 |
| Sharpe ratio (monthly) | 0.2251 |
| Sortino ratio (monthly) | 0.3640 |
| CAGR, % | -0.55 |
| Calmar ratio (CAGR / Max DD%) | -0.0100 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -186.07 | Fee: 2.08 | Vol: 5788.72
Realized PnL by Symbol
Details
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