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
1199.93
Total PnL
199.93 (19.99%)
Total Trades (Win/Los)
92 (35/57)
Win Rate
38.04%
Max Drawdown
570.44 (44.97%)
Total Fees
19.03
Position avg (max), %
86.43 (132.07)
Profit Factor
1.15
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 | -24.88% | 31.07% | 20.09% | -6.01% | -1.00% | 2.32% | -15.38% | -12.45% | -4.20% | -1.46% | 28.53% | -9.89% | -8.81% |
| 2025 | -17.68% | 9.60% | 8.69% | 1.84% | 17.03% | -4.59% | 13.69% | -3.40% | -6.16% | -8.94% | 21.09% | -6.26% | 18.75% |
| 2026 | 8.46% | 8.82% | -8.18% | -1.18% | 3.51% | 0.01% | — | — | — | — | — | — | 10.87% |
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 | 1199.93 |
| Min balance | 698.00 |
| Max balance | 1410.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.61 |
| Average monthly return (arithmetic), % | 1.44 |
| Best month, % | 31.07 |
| Worst month, % | -24.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 199.93 |
| Total PnL, % | 19.99 |
| Gross profit | 1832.29 |
| Gross loss | 1598.72 |
| Trading volume (USDT) | 52893.19 |
| Total transactions (buy/sell) | 95 |
| Total fees | 19.03 |
| Funding net | -14.61 |
| Funding accrued (received) | 44.47 |
| Funding paid | 59.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 35 |
| Los Trades | 57 |
| Win Rate, % | 38.04 |
| Expectancy per trade | 2.5389 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.43 |
| Position max, % of margin balance | 132.07 |
| Max Drawdown | 570.44 |
| Max Drawdown, % | 44.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1461 |
| Recovery Factor (Total PnL / Max DD) | 0.3505 |
| Sharpe ratio (monthly) | 0.3808 |
| Sortino ratio (monthly) | 0.6538 |
| CAGR, % | 7.84 |
| Calmar ratio (CAGR / Max DD%) | 0.1743 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -0.81 | Fee: 5.97 | Vol: 16590.89
Realized PnL by Symbol
Details
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