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
1464.26
Total PnL
464.26 (46.43%)
Total Trades (Win/Los)
138 (55/83)
Win Rate
39.86%
Max Drawdown
490.28 (37.14%)
Total Fees
33.04
Position avg (max), %
88.40 (125.63)
Profit Factor
1.24
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 | -13.36% | 20.42% | 26.32% | -13.96% | 3.92% | 4.65% | -12.94% | -3.94% | 2.03% | 1.38% | 17.31% | -13.52% | 8.23% |
| 2025 | -21.39% | 16.67% | -3.27% | 0.95% | 13.64% | -10.37% | 20.02% | -3.01% | 4.55% | -1.76% | 17.51% | -12.75% | 11.81% |
| 2026 | 11.99% | 6.96% | -0.31% | -0.63% | 2.02% | 0.01% | — | — | — | — | — | — | 21.07% |
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 | 1464.26 |
| Min balance | 829.71 |
| Max balance | 1633.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.28 |
| Average monthly return (arithmetic), % | 1.97 |
| Best month, % | 26.32 |
| Worst month, % | -21.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 464.26 |
| Total PnL, % | 46.43 |
| Gross profit | 2674.24 |
| Gross loss | 2163.39 |
| Trading volume (USDT) | 91799.13 |
| Total transactions (buy/sell) | 141 |
| Total fees | 33.04 |
| Funding net | -13.56 |
| Funding accrued (received) | 53.57 |
| Funding paid | 67.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 138 |
| Win Trades | 55 |
| Los Trades | 83 |
| Win Rate, % | 39.86 |
| Expectancy per trade | 3.7019 |
| Max consecutive wins | 8 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.40 |
| Position max, % of margin balance | 125.63 |
| Max Drawdown | 490.28 |
| Max Drawdown, % | 37.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2361 |
| Recovery Factor (Total PnL / Max DD) | 0.9469 |
| Sharpe ratio (monthly) | 0.5761 |
| Sortino ratio (monthly) | 0.9690 |
| CAGR, % | 17.11 |
| Calmar ratio (CAGR / Max DD%) | 0.4606 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 262.91 | Fee: 10.27 | Vol: 28528.89
Realized PnL by Symbol
Details
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