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
1482.55
Total PnL
482.55 (48.25%)
Total Trades (Win/Los)
96 (40/56)
Win Rate
41.67%
Max Drawdown
495.62 (37.87%)
Total Fees
22.52
Position avg (max), %
87.78 (130.92)
Profit Factor
1.30
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 | -26.30% | 37.88% | 28.59% | -11.82% | -4.23% | 2.92% | -15.47% | -8.15% | 1.40% | -0.83% | 29.01% | -7.49% | 5.82% |
| 2025 | -14.99% | 15.55% | 0.53% | -5.54% | 19.38% | -13.09% | 17.58% | 1.58% | -3.92% | 4.51% | 18.15% | -11.17% | 21.83% |
| 2026 | 9.61% | 6.04% | -2.79% | -4.22% | 6.31% | 0.01% | — | — | — | — | — | — | 15.06% |
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 | 1482.55 |
| Min balance | 727.65 |
| Max balance | 1712.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.32 |
| Average monthly return (arithmetic), % | 2.30 |
| Best month, % | 37.88 |
| Worst month, % | -26.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 482.55 |
| Total PnL, % | 48.25 |
| Gross profit | 2237.46 |
| Gross loss | 1714.67 |
| Trading volume (USDT) | 62578.70 |
| Total transactions (buy/sell) | 99 |
| Total fees | 22.52 |
| Funding net | -17.72 |
| Funding accrued (received) | 50.22 |
| Funding paid | 67.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 40 |
| Los Trades | 56 |
| Win Rate, % | 41.67 |
| Expectancy per trade | 5.4457 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.78 |
| Position max, % of margin balance | 130.92 |
| Max Drawdown | 495.62 |
| Max Drawdown, % | 37.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3049 |
| Recovery Factor (Total PnL / Max DD) | 0.9736 |
| Sharpe ratio (monthly) | 0.5547 |
| Sortino ratio (monthly) | 1.0281 |
| CAGR, % | 17.71 |
| Calmar ratio (CAGR / Max DD%) | 0.4677 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 29.55 | Fee: 7.80 | Vol: 21667.38
Realized PnL by Symbol
Details
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