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
1639.97
Total PnL
639.97 (64.00%)
Total Trades (Win/Los)
146 (59/87)
Win Rate
40.41%
Max Drawdown
622.98 (38.99%)
Total Fees
40.01
Position avg (max), %
88.28 (124.73)
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 | -10.10% | 25.26% | 25.32% | -11.43% | 3.33% | 5.00% | -6.55% | -2.19% | 2.45% | 3.74% | 18.10% | -12.68% | 35.83% |
| 2025 | -23.94% | 7.20% | 0.38% | 1.55% | 14.41% | -8.96% | 20.45% | -2.22% | 7.75% | -15.31% | 17.42% | -12.10% | -3.97% |
| 2026 | 15.00% | 6.90% | -0.25% | 0.37% | 2.20% | 0.01% | — | — | — | — | — | — | 25.80% |
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 | 1639.97 |
| Min balance | 882.16 |
| Max balance | 1814.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.66 |
| Average monthly return (arithmetic), % | 2.37 |
| Best month, % | 25.32 |
| Worst month, % | -23.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 639.97 |
| Total PnL, % | 64.00 |
| Gross profit | 3176.59 |
| Gross loss | 2481.42 |
| Trading volume (USDT) | 111182.96 |
| Total transactions (buy/sell) | 149 |
| Total fees | 40.01 |
| Funding net | -15.19 |
| Funding accrued (received) | 61.49 |
| Funding paid | 76.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 146 |
| Win Trades | 59 |
| Los Trades | 87 |
| Win Rate, % | 40.41 |
| Expectancy per trade | 4.7614 |
| Max consecutive wins | 8 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.28 |
| Position max, % of margin balance | 124.73 |
| Max Drawdown | 622.98 |
| Max Drawdown, % | 38.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2801 |
| Recovery Factor (Total PnL / Max DD) | 1.0273 |
| Sharpe ratio (monthly) | 0.6860 |
| Sortino ratio (monthly) | 1.1686 |
| CAGR, % | 22.73 |
| Calmar ratio (CAGR / Max DD%) | 0.5831 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 422.29 | Fee: 12.42 | Vol: 34512.25
Realized PnL by Symbol
Details
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