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
1097.65
Total PnL
97.65 (9.76%)
Total Trades (Win/Los)
100 (36/64)
Win Rate
36.00%
Max Drawdown
524.07 (41.18%)
Total Fees
21.63
Position avg (max), %
87.30 (128.40)
Profit Factor
1.07
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 | -28.75% | 38.78% | 19.77% | -5.70% | -0.99% | 2.31% | -15.60% | -9.95% | -3.88% | -1.22% | 27.87% | -9.81% | -5.84% |
| 2025 | -17.27% | 12.31% | 8.37% | 5.35% | 17.15% | -12.59% | 15.55% | -0.34% | -5.36% | -8.29% | 22.98% | -14.83% | 13.72% |
| 2026 | 8.71% | 4.68% | -3.86% | -5.41% | -0.91% | 0.01% | — | — | — | — | — | — | 2.57% |
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 | 1097.65 |
| Min balance | 703.53 |
| Max balance | 1396.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.31 |
| Average monthly return (arithmetic), % | 1.30 |
| Best month, % | 38.78 |
| Worst month, % | -28.75 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 97.65 |
| Total PnL, % | 9.76 |
| Gross profit | 1959.37 |
| Gross loss | 1827.52 |
| Trading volume (USDT) | 60104.39 |
| Total transactions (buy/sell) | 103 |
| Total fees | 21.63 |
| Funding net | -12.57 |
| Funding accrued (received) | 47.26 |
| Funding paid | 59.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 100 |
| Win Trades | 36 |
| Los Trades | 64 |
| Win Rate, % | 36.00 |
| Expectancy per trade | 1.3185 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.30 |
| Position max, % of margin balance | 128.40 |
| Max Drawdown | 524.07 |
| Max Drawdown, % | 41.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0721 |
| Recovery Factor (Total PnL / Max DD) | 0.1863 |
| Sharpe ratio (monthly) | 0.3148 |
| Sortino ratio (monthly) | 0.5354 |
| CAGR, % | 3.93 |
| Calmar ratio (CAGR / Max DD%) | 0.0955 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -19.96 | Fee: 7.09 | Vol: 19712.24
Realized PnL by Symbol
Details
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