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
1414.42
Total PnL
414.42 (41.44%)
Total Trades (Win/Los)
86 (34/52)
Win Rate
39.53%
Max Drawdown
466.43 (31.64%)
Total Fees
20.62
Position avg (max), %
87.76 (132.07)
Profit Factor
1.28
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% | -6.16% | -1.00% | 2.32% | -1.71% | -11.97% | -4.37% | -0.84% | 29.37% | -4.86% | 13.52% |
| 2025 | -16.53% | 3.70% | 9.09% | 0.93% | 16.86% | -4.71% | 13.65% | -3.50% | -7.58% | -8.43% | 23.24% | -5.48% | 14.76% |
| 2026 | 8.89% | 9.51% | -9.33% | -2.87% | 3.43% | 0.01% | — | — | — | — | — | — | 8.64% |
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 | 1414.42 |
| Min balance | 716.05 |
| Max balance | 1721.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.93 |
| Best month, % | 31.07 |
| Worst month, % | -24.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 414.42 |
| Total PnL, % | 41.44 |
| Gross profit | 2068.67 |
| Gross loss | 1616.24 |
| Trading volume (USDT) | 57323.19 |
| Total transactions (buy/sell) | 89 |
| Total fees | 20.62 |
| Funding net | -17.39 |
| Funding accrued (received) | 51.74 |
| Funding paid | 69.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 34 |
| Los Trades | 52 |
| Win Rate, % | 39.53 |
| Expectancy per trade | 5.2609 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.76 |
| Position max, % of margin balance | 132.07 |
| Max Drawdown | 466.43 |
| Max Drawdown, % | 31.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2799 |
| Recovery Factor (Total PnL / Max DD) | 0.8885 |
| Sharpe ratio (monthly) | 0.5280 |
| Sortino ratio (monthly) | 0.9769 |
| CAGR, % | 15.44 |
| Calmar ratio (CAGR / Max DD%) | 0.4879 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 98.46 | Fee: 6.32 | Vol: 17554.48
Realized PnL by Symbol
Details
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