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
1824.45
Total PnL
824.45 (82.44%)
Total Trades (Win/Los)
118 (47/71)
Win Rate
39.83%
Max Drawdown
420.61 (19.69%)
Total Fees
30.32
Position avg (max), %
87.49 (128.65)
Profit Factor
1.46
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 | -20.97% | 22.37% | 26.03% | -14.30% | 1.15% | 4.90% | -8.09% | -8.58% | 2.19% | -1.04% | 30.77% | -6.53% | 15.12% |
| 2025 | -17.29% | 16.58% | -2.95% | 0.44% | 13.02% | -9.31% | 20.27% | 5.24% | 1.36% | 2.61% | 15.33% | -8.65% | 33.62% |
| 2026 | 16.30% | 5.21% | -2.41% | -2.90% | 2.34% | 0.01% | — | — | — | — | — | — | 18.68% |
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 | 1824.45 |
| Min balance | 771.27 |
| Max balance | 2135.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.03 |
| Average monthly return (arithmetic), % | 2.77 |
| Best month, % | 30.77 |
| Worst month, % | -20.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 824.45 |
| Total PnL, % | 82.44 |
| Gross profit | 2779.37 |
| Gross loss | 1908.62 |
| Trading volume (USDT) | 84266.22 |
| Total transactions (buy/sell) | 121 |
| Total fees | 30.32 |
| Funding net | -15.99 |
| Funding accrued (received) | 57.07 |
| Funding paid | 73.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 118 |
| Win Trades | 47 |
| Los Trades | 71 |
| Win Rate, % | 39.83 |
| Expectancy per trade | 7.3793 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.49 |
| Position max, % of margin balance | 128.65 |
| Max Drawdown | 420.61 |
| Max Drawdown, % | 19.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4562 |
| Recovery Factor (Total PnL / Max DD) | 1.9601 |
| Sharpe ratio (monthly) | 0.7701 |
| Sortino ratio (monthly) | 1.4523 |
| CAGR, % | 28.27 |
| Calmar ratio (CAGR / Max DD%) | 1.4358 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 219.24 | Fee: 10.67 | Vol: 29664.33
Realized PnL by Symbol
Details
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