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
1010.21
Total PnL
10.21 (1.02%)
Total Trades (Win/Los)
134 (46/88)
Win Rate
34.33%
Max Drawdown
562.99 (43.31%)
Total Fees
26.98
Position avg (max), %
87.01 (122.43)
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 | -19.98% | 28.50% | 15.35% | -8.32% | -3.10% | 5.25% | -13.43% | -6.76% | 3.04% | -0.17% | 31.47% | -15.92% | 1.78% |
| 2025 | -26.83% | 16.04% | -2.84% | 4.14% | 11.52% | -10.29% | 19.16% | -3.04% | -7.30% | -13.36% | 18.27% | -9.22% | -14.36% |
| 2026 | 14.35% | 5.58% | -2.39% | -4.21% | 2.72% | 0.01% | — | — | — | — | — | — | 15.96% |
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 | 1010.21 |
| Min balance | 736.92 |
| Max balance | 1299.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.04 |
| Average monthly return (arithmetic), % | 0.94 |
| Best month, % | 31.47 |
| Worst month, % | -26.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 10.21 |
| Total PnL, % | 1.02 |
| Gross profit | 2059.55 |
| Gross loss | 2011.03 |
| Trading volume (USDT) | 74969.74 |
| Total transactions (buy/sell) | 137 |
| Total fees | 26.98 |
| Funding net | -11.33 |
| Funding accrued (received) | 44.64 |
| Funding paid | 55.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 134 |
| Win Trades | 46 |
| Los Trades | 88 |
| Win Rate, % | 34.33 |
| Expectancy per trade | 0.3621 |
| Max consecutive wins | 5 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.01 |
| Position max, % of margin balance | 122.43 |
| Max Drawdown | 562.99 |
| Max Drawdown, % | 43.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0241 |
| Recovery Factor (Total PnL / Max DD) | 0.0181 |
| Sharpe ratio (monthly) | 0.2399 |
| Sortino ratio (monthly) | 0.3860 |
| CAGR, % | 0.42 |
| Calmar ratio (CAGR / Max DD%) | 0.0097 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -27.41 | Fee: 9.13 | Vol: 25377.17
Realized PnL by Symbol
Details
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