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
1030.59
Total PnL
30.59 (3.06%)
Total Trades (Win/Los)
112 (43/69)
Win Rate
38.39%
Max Drawdown
556.37 (41.26%)
Total Fees
24.43
Position avg (max), %
88.53 (130.26)
Profit Factor
1.03
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 | -27.69% | 43.36% | 16.51% | -9.45% | -4.46% | 2.98% | -15.43% | -6.36% | 2.06% | -0.74% | 30.42% | -10.62% | 0.62% |
| 2025 | -12.59% | 14.68% | 0.46% | 1.86% | 17.72% | -11.97% | 16.79% | -8.46% | -5.56% | -19.06% | 21.77% | -13.19% | -8.18% |
| 2026 | 12.55% | 5.42% | -2.92% | -4.58% | 1.53% | 0.01% | — | — | — | — | — | — | 11.61% |
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 | 1030.59 |
| Min balance | 705.40 |
| Max balance | 1348.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.10 |
| Average monthly return (arithmetic), % | 1.17 |
| Best month, % | 43.36 |
| Worst month, % | -27.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 30.59 |
| Total PnL, % | 3.06 |
| Gross profit | 2071.87 |
| Gross loss | 2005.22 |
| Trading volume (USDT) | 67874.69 |
| Total transactions (buy/sell) | 115 |
| Total fees | 24.43 |
| Funding net | -11.63 |
| Funding accrued (received) | 47.76 |
| Funding paid | 59.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 43 |
| Los Trades | 69 |
| Win Rate, % | 38.39 |
| Expectancy per trade | 0.5951 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.53 |
| Position max, % of margin balance | 130.26 |
| Max Drawdown | 556.37 |
| Max Drawdown, % | 41.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0332 |
| Recovery Factor (Total PnL / Max DD) | 0.0550 |
| Sharpe ratio (monthly) | 0.2694 |
| Sortino ratio (monthly) | 0.4683 |
| CAGR, % | 1.26 |
| Calmar ratio (CAGR / Max DD%) | 0.0304 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -20.15 | Fee: 7.95 | Vol: 22092.54
Realized PnL by Symbol
Details
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