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
1567.79
Total PnL
567.79 (56.78%)
Total Trades (Win/Los)
114 (44/70)
Win Rate
38.60%
Max Drawdown
487.84 (37.85%)
Total Fees
27.05
Position avg (max), %
87.27 (122.44)
Profit Factor
1.33
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 | -19.54% | 26.39% | 26.54% | -14.46% | -4.98% | 4.85% | -13.35% | -9.08% | 2.07% | -0.01% | 30.61% | -7.07% | 7.02% |
| 2025 | -16.74% | 16.16% | -3.03% | -1.08% | 11.35% | -9.27% | 20.34% | 5.58% | 0.29% | 2.48% | 15.45% | -10.05% | 27.10% |
| 2026 | 15.28% | 5.93% | -2.56% | -5.22% | 2.25% | 0.01% | — | — | — | — | — | — | 15.33% |
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 | 1567.79 |
| Min balance | 795.20 |
| Max balance | 1889.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.51 |
| Average monthly return (arithmetic), % | 2.30 |
| Best month, % | 30.61 |
| Worst month, % | -19.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 567.79 |
| Total PnL, % | 56.78 |
| Gross profit | 2469.10 |
| Gross loss | 1856.13 |
| Trading volume (USDT) | 75176.12 |
| Total transactions (buy/sell) | 117 |
| Total fees | 27.05 |
| Funding net | -18.14 |
| Funding accrued (received) | 51.09 |
| Funding paid | 69.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 114 |
| Win Trades | 44 |
| Los Trades | 70 |
| Win Rate, % | 38.60 |
| Expectancy per trade | 5.3770 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.27 |
| Position max, % of margin balance | 122.44 |
| Max Drawdown | 487.84 |
| Max Drawdown, % | 37.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3302 |
| Recovery Factor (Total PnL / Max DD) | 1.1639 |
| Sharpe ratio (monthly) | 0.6185 |
| Sortino ratio (monthly) | 1.1532 |
| CAGR, % | 20.47 |
| Calmar ratio (CAGR / Max DD%) | 0.5407 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 74.65 | Fee: 9.86 | Vol: 27401.03
Realized PnL by Symbol
Details
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