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
1618.35
Total PnL
618.35 (61.83%)
Total Trades (Win/Los)
68 (31/37)
Win Rate
45.59%
Max Drawdown
552.22 (43.56%)
Total Fees
17.70
Position avg (max), %
86.22 (132.22)
Profit Factor
1.47
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% | -4.16% | -1.34% | -1.90% | -2.42% | -14.61% | -13.04% | 5.79% | 41.02% | -8.08% | 8.55% |
| 2025 | -4.91% | 4.47% | 8.40% | -1.12% | 13.26% | -8.16% | 12.72% | 12.25% | -8.94% | 1.23% | 19.08% | -1.53% | 51.49% |
| 2026 | 2.05% | 13.85% | -12.93% | 0.42% | -3.08% | 0.01% | — | — | — | — | — | — | -1.53% |
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 | 1618.35 |
| Min balance | 715.28 |
| Max balance | 2047.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.62 |
| Average monthly return (arithmetic), % | 2.47 |
| Best month, % | 41.02 |
| Worst month, % | -24.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 618.35 |
| Total PnL, % | 61.83 |
| Gross profit | 2043.14 |
| Gross loss | 1394.17 |
| Trading volume (USDT) | 49219.50 |
| Total transactions (buy/sell) | 71 |
| Total fees | 17.70 |
| Funding net | -12.92 |
| Funding accrued (received) | 56.91 |
| Funding paid | 69.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 31 |
| Los Trades | 37 |
| Win Rate, % | 45.59 |
| Expectancy per trade | 9.5437 |
| Max consecutive wins | 6 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.22 |
| Position max, % of margin balance | 132.22 |
| Max Drawdown | 552.22 |
| Max Drawdown, % | 43.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4655 |
| Recovery Factor (Total PnL / Max DD) | 1.1198 |
| Sharpe ratio (monthly) | 0.6340 |
| Sortino ratio (monthly) | 1.2320 |
| CAGR, % | 22.06 |
| Calmar ratio (CAGR / Max DD%) | 0.5064 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 59.24 | Fee: 5.71 | Vol: 15884.09
Realized PnL by Symbol
Details
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