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
991.16
Total PnL
-8.84 (-0.88%)
Total Trades (Win/Los)
24 (11/13)
Win Rate
45.83%
Max Drawdown
772.80 (51.49%)
Total Fees
4.90
Position avg (max), %
84.28 (136.60)
Profit Factor
1.04
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% | 21.51% | 27.82% | -25.38% | 22.43% | -9.81% | -9.42% | -7.92% | -8.75% | -4.74% | 31.02% | -12.55% | 2.57% |
| 2025 | 10.40% | -21.08% | 9.49% | -5.12% | -14.39% | 1.65% | -2.59% | 10.26% | -0.42% | -7.25% | 19.54% | 2.00% | -4.73% |
| 2026 | 7.59% | 7.57% | -0.72% | -4.12% | -7.89% | 0.01% | — | — | — | — | — | — | 1.48% |
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 | 991.16 |
| Min balance | 728.22 |
| Max balance | 1501.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.03 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 31.02 |
| Worst month, % | -25.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -8.84 |
| Total PnL, % | -0.88 |
| Gross profit | 632.04 |
| Gross loss | 610.36 |
| Trading volume (USDT) | 13654.14 |
| Total transactions (buy/sell) | 28 |
| Total fees | 4.90 |
| Funding net | -25.60 |
| Funding accrued (received) | 37.93 |
| Funding paid | 63.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 11 |
| Los Trades | 13 |
| Win Rate, % | 45.83 |
| Expectancy per trade | 0.9030 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.28 |
| Position max, % of margin balance | 136.60 |
| Max Drawdown | 772.80 |
| Max Drawdown, % | 51.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0355 |
| Recovery Factor (Total PnL / Max DD) | -0.0114 |
| Sharpe ratio (monthly) | 0.2193 |
| Sortino ratio (monthly) | 0.3645 |
| CAGR, % | -0.37 |
| Calmar ratio (CAGR / Max DD%) | -0.0071 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -140.32 | Fee: 1.71 | Vol: 4753.50
Realized PnL by Symbol
Details
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