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
1003.68
Total PnL
3.68 (0.37%)
Total Trades (Win/Los)
142 (49/93)
Win Rate
34.51%
Max Drawdown
635.22 (47.59%)
Total Fees
28.69
Position avg (max), %
87.51 (123.46)
Profit Factor
1.02
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 | -19.63% | 28.38% | 16.97% | -8.17% | 1.75% | 5.45% | -6.74% | -6.02% | 3.14% | -17.32% | 34.33% | -15.37% | 1.03% |
| 2025 | -28.07% | 18.08% | -16.74% | 11.05% | 12.05% | -8.16% | 19.56% | -10.95% | -5.18% | -4.88% | 18.22% | -9.23% | -16.73% |
| 2026 | 15.35% | 5.32% | -1.36% | -2.80% | 2.47% | 0.01% | — | — | — | — | — | — | 19.37% |
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 | 1003.68 |
| Min balance | 699.41 |
| Max balance | 1334.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.01 |
| Average monthly return (arithmetic), % | 1.05 |
| Best month, % | 34.33 |
| Worst month, % | -28.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3.68 |
| Total PnL, % | 0.37 |
| Gross profit | 2069.69 |
| Gross loss | 2030.72 |
| Trading volume (USDT) | 79729.68 |
| Total transactions (buy/sell) | 145 |
| Total fees | 28.69 |
| Funding net | -6.60 |
| Funding accrued (received) | 46.83 |
| Funding paid | 53.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 142 |
| Win Trades | 49 |
| Los Trades | 93 |
| Win Rate, % | 34.51 |
| Expectancy per trade | 0.2744 |
| Max consecutive wins | 5 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.51 |
| Position max, % of margin balance | 123.46 |
| Max Drawdown | 635.22 |
| Max Drawdown, % | 47.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0192 |
| Recovery Factor (Total PnL / Max DD) | 0.0058 |
| Sharpe ratio (monthly) | 0.2504 |
| Sortino ratio (monthly) | 0.4008 |
| CAGR, % | 0.15 |
| Calmar ratio (CAGR / Max DD%) | 0.0032 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -92.39 | Fee: 9.91 | Vol: 27530.81
Realized PnL by Symbol
Details
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