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
1971.53
Total PnL
971.53 (97.15%)
Total Trades (Win/Los)
68 (32/36)
Win Rate
47.06%
Max Drawdown
560.41 (23.08%)
Total Fees
19.48
Position avg (max), %
85.02 (132.22)
Profit Factor
1.75
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 | -24.96% | 31.10% | 19.70% | -3.39% | -0.90% | -0.35% | -2.31% | -13.51% | -8.77% | 5.37% | 39.68% | -7.27% | 18.19% |
| 2025 | -4.42% | 4.04% | 8.12% | -0.34% | 15.13% | -5.34% | 13.56% | 11.72% | -8.37% | 2.01% | 18.74% | -1.71% | 61.60% |
| 2026 | 4.31% | 13.77% | -13.03% | -3.18% | 3.34% | 0.01% | — | — | — | — | — | — | 3.29% |
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 | 1971.53 |
| Min balance | 715.28 |
| Max balance | 2428.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.29 |
| Average monthly return (arithmetic), % | 3.09 |
| Best month, % | 39.68 |
| Worst month, % | -24.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 971.53 |
| Total PnL, % | 97.15 |
| Gross profit | 2364.20 |
| Gross loss | 1353.17 |
| Trading volume (USDT) | 54161.77 |
| Total transactions (buy/sell) | 71 |
| Total fees | 19.48 |
| Funding net | -20.02 |
| Funding accrued (received) | 59.62 |
| Funding paid | 79.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 32 |
| Los Trades | 36 |
| Win Rate, % | 47.06 |
| Expectancy per trade | 14.8681 |
| Max consecutive wins | 6 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.02 |
| Position max, % of margin balance | 132.22 |
| Max Drawdown | 560.41 |
| Max Drawdown, % | 23.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7472 |
| Recovery Factor (Total PnL / Max DD) | 1.7336 |
| Sharpe ratio (monthly) | 0.8187 |
| Sortino ratio (monthly) | 1.6564 |
| CAGR, % | 32.46 |
| Calmar ratio (CAGR / Max DD%) | 1.4063 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 219.31 | Fee: 6.28 | Vol: 17455.48
Realized PnL by Symbol
Details
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