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
798.17
Total PnL
-201.83 (-20.18%)
Total Trades (Win/Los)
26 (12/14)
Win Rate
46.15%
Max Drawdown
905.59 (59.84%)
Total Fees
4.88
Position avg (max), %
85.44 (144.09)
Profit Factor
0.77
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% | 22.01% | 28.36% | -25.68% | 22.67% | -19.12% | -17.88% | -3.11% | -9.86% | -5.84% | 28.97% | -12.50% | -15.08% |
| 2025 | 10.22% | -20.67% | 9.63% | -5.69% | -13.84% | 1.75% | -2.65% | 9.00% | -0.07% | -7.07% | 17.71% | 1.78% | -6.44% |
| 2026 | 7.00% | 6.85% | -0.67% | -3.68% | -8.11% | 0.01% | — | — | — | — | — | — | 0.53% |
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 | 798.17 |
| Min balance | 607.88 |
| Max balance | 1513.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.75 |
| Average monthly return (arithmetic), % | 0.20 |
| Best month, % | 28.97 |
| Worst month, % | -25.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -201.83 |
| Total PnL, % | -20.18 |
| Gross profit | 575.63 |
| Gross loss | 752.00 |
| Trading volume (USDT) | 13596.09 |
| Total transactions (buy/sell) | 30 |
| Total fees | 4.88 |
| Funding net | -20.58 |
| Funding accrued (received) | 34.76 |
| Funding paid | 55.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 12 |
| Los Trades | 14 |
| Win Rate, % | 46.15 |
| Expectancy per trade | -6.7834 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.44 |
| Position max, % of margin balance | 144.09 |
| Max Drawdown | 905.59 |
| Max Drawdown, % | 59.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7655 |
| Recovery Factor (Total PnL / Max DD) | -0.2229 |
| Sharpe ratio (monthly) | 0.0500 |
| Sortino ratio (monthly) | 0.0769 |
| CAGR, % | -8.91 |
| Calmar ratio (CAGR / Max DD%) | -0.1490 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -326.62 | Fee: 1.96 | Vol: 5440.25
Realized PnL by Symbol
Details
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