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
873.30
Total PnL
-126.70 (-12.67%)
Total Trades (Win/Los)
26 (12/14)
Win Rate
46.15%
Max Drawdown
877.90 (57.90%)
Total Fees
5.10
Position avg (max), %
86.33 (142.83)
Profit Factor
0.86
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 | -3.23% | 21.94% | 28.29% | -25.63% | 22.62% | -15.95% | -17.02% | -3.03% | -9.80% | -6.06% | 27.46% | -12.52% | -11.78% |
| 2025 | 10.31% | -20.33% | 9.53% | -5.72% | -13.38% | 1.70% | -2.08% | 9.92% | -0.32% | -7.45% | 19.57% | 2.03% | -3.15% |
| 2026 | 7.60% | 7.65% | -0.72% | -4.16% | -7.21% | 0.01% | — | — | — | — | — | — | 2.27% |
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 | 873.30 |
| Min balance | 638.46 |
| Max balance | 1516.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.45 |
| Average monthly return (arithmetic), % | 0.47 |
| Best month, % | 28.29 |
| Worst month, % | -25.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -126.70 |
| Total PnL, % | -12.67 |
| Gross profit | 646.99 |
| Gross loss | 749.94 |
| Trading volume (USDT) | 14182.21 |
| Total transactions (buy/sell) | 30 |
| Total fees | 5.10 |
| Funding net | -18.66 |
| Funding accrued (received) | 37.89 |
| Funding paid | 56.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 12 |
| Los Trades | 14 |
| Win Rate, % | 46.15 |
| Expectancy per trade | -3.9593 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.33 |
| Position max, % of margin balance | 142.83 |
| Max Drawdown | 877.90 |
| Max Drawdown, % | 57.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8627 |
| Recovery Factor (Total PnL / Max DD) | -0.1443 |
| Sharpe ratio (monthly) | 0.1184 |
| Sortino ratio (monthly) | 0.1864 |
| CAGR, % | -5.46 |
| Calmar ratio (CAGR / Max DD%) | -0.0942 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -299.21 | Fee: 2.05 | Vol: 5716.02
Realized PnL by Symbol
Details
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