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
881.87
Total PnL
-118.13 (-11.81%)
Total Trades (Win/Los)
26 (11/15)
Win Rate
42.31%
Max Drawdown
845.61 (56.70%)
Total Fees
5.06
Position avg (max), %
85.84 (139.53)
Profit Factor
0.87
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 | -4.78% | 22.11% | 28.05% | -25.55% | 22.62% | -15.25% | -17.11% | -2.37% | -9.64% | -5.87% | 27.71% | -12.46% | -11.33% |
| 2025 | 10.25% | -20.24% | 9.48% | -5.69% | -12.96% | 1.69% | -2.06% | 9.81% | -0.32% | -7.37% | 19.37% | 2.01% | -2.82% |
| 2026 | 7.53% | 7.59% | -0.72% | -3.99% | -7.16% | 0.01% | — | — | — | — | — | — | 2.40% |
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 | 881.87 |
| Min balance | 645.74 |
| Max balance | 1491.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.42 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 28.05 |
| Worst month, % | -25.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -118.13 |
| Total PnL, % | -11.81 |
| Gross profit | 642.01 |
| Gross loss | 736.51 |
| Trading volume (USDT) | 14097.28 |
| Total transactions (buy/sell) | 30 |
| Total fees | 5.06 |
| Funding net | -18.56 |
| Funding accrued (received) | 37.70 |
| Funding paid | 56.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 11 |
| Los Trades | 15 |
| Win Rate, % | 42.31 |
| Expectancy per trade | -3.6347 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.84 |
| Position max, % of margin balance | 139.53 |
| Max Drawdown | 845.61 |
| Max Drawdown, % | 56.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8717 |
| Recovery Factor (Total PnL / Max DD) | -0.1397 |
| Sharpe ratio (monthly) | 0.1250 |
| Sortino ratio (monthly) | 0.1976 |
| CAGR, % | -5.07 |
| Calmar ratio (CAGR / Max DD%) | -0.0895 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -279.42 | Fee: 2.03 | Vol: 5656.86
Realized PnL by Symbol
Details
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