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
1994.99
Total PnL
994.99 (99.50%)
Total Trades (Win/Los)
70 (32/38)
Win Rate
45.71%
Max Drawdown
578.33 (23.44%)
Total Fees
20.55
Position avg (max), %
85.04 (132.07)
Profit Factor
1.70
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% | -2.72% | -0.38% | 0.40% | -1.70% | -8.39% | -5.51% | 5.76% | 38.79% | -4.13% | 37.75% |
| 2025 | -17.36% | 3.19% | 8.28% | -0.93% | 15.89% | -5.09% | 13.46% | 11.68% | -8.25% | 2.00% | 18.66% | -1.71% | 39.17% |
| 2026 | 5.42% | 13.93% | -13.18% | -3.45% | 3.42% | 0.01% | — | — | — | — | — | — | 4.13% |
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 | 1994.99 |
| Min balance | 716.05 |
| Max balance | 2467.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.33 |
| Average monthly return (arithmetic), % | 3.15 |
| Best month, % | 38.79 |
| Worst month, % | -24.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 994.99 |
| Total PnL, % | 99.50 |
| Gross profit | 2512.12 |
| Gross loss | 1475.24 |
| Trading volume (USDT) | 57129.60 |
| Total transactions (buy/sell) | 73 |
| Total fees | 20.55 |
| Funding net | -21.34 |
| Funding accrued (received) | 60.72 |
| Funding paid | 82.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 70 |
| Win Trades | 32 |
| Los Trades | 38 |
| Win Rate, % | 45.71 |
| Expectancy per trade | 14.8126 |
| Max consecutive wins | 6 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.04 |
| Position max, % of margin balance | 132.07 |
| Max Drawdown | 578.33 |
| Max Drawdown, % | 23.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7029 |
| Recovery Factor (Total PnL / Max DD) | 1.7204 |
| Sharpe ratio (monthly) | 0.8294 |
| Sortino ratio (monthly) | 1.6353 |
| CAGR, % | 33.11 |
| Calmar ratio (CAGR / Max DD%) | 1.4127 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 129.04 | Fee: 7.05 | Vol: 19586.91
Realized PnL by Symbol
Details
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