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
852.03
Total PnL
-147.97 (-14.80%)
Total Trades (Win/Los)
29 (11/18)
Win Rate
37.93%
Max Drawdown
836.76 (57.60%)
Total Fees
5.34
Position avg (max), %
86.79 (145.07)
Profit Factor
0.84
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% | -3.22% | -9.89% | -5.94% | 28.80% | -12.84% | -14.32% |
| 2025 | 10.61% | -21.09% | 9.56% | -5.65% | -13.39% | 1.73% | -0.07% | 9.07% | -1.89% | -7.58% | 20.36% | 2.10% | -3.46% |
| 2026 | 7.85% | 7.88% | -0.74% | -3.76% | -7.28% | 0.01% | — | — | — | — | — | — | 3.06% |
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 | 852.03 |
| Min balance | 615.94 |
| Max balance | 1452.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.53 |
| Average monthly return (arithmetic), % | 0.43 |
| Best month, % | 28.80 |
| Worst month, % | -25.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -147.97 |
| Total PnL, % | -14.80 |
| Gross profit | 640.16 |
| Gross loss | 764.48 |
| Trading volume (USDT) | 14874.41 |
| Total transactions (buy/sell) | 33 |
| Total fees | 5.34 |
| Funding net | -18.31 |
| Funding accrued (received) | 36.90 |
| Funding paid | 55.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 11 |
| Los Trades | 18 |
| Win Rate, % | 37.93 |
| Expectancy per trade | -4.2870 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.79 |
| Position max, % of margin balance | 145.07 |
| Max Drawdown | 836.76 |
| Max Drawdown, % | 57.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8374 |
| Recovery Factor (Total PnL / Max DD) | -0.1768 |
| Sharpe ratio (monthly) | 0.1053 |
| Sortino ratio (monthly) | 0.1665 |
| CAGR, % | -6.42 |
| Calmar ratio (CAGR / Max DD%) | -0.1114 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -256.58 | Fee: 1.98 | Vol: 5496.48
Realized PnL by Symbol
Details
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