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
1305.97
Total PnL
305.97 (30.60%)
Total Trades (Win/Los)
94 (37/57)
Win Rate
39.36%
Max Drawdown
515.58 (37.96%)
Total Fees
21.37
Position avg (max), %
86.62 (119.23)
Profit Factor
1.20
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 | -24.07% | 39.02% | 28.46% | -7.95% | -0.75% | 1.16% | -16.02% | -11.88% | -0.22% | -0.63% | 28.72% | -7.38% | 9.63% |
| 2025 | -17.79% | 14.47% | 0.01% | -10.77% | 19.84% | -12.94% | 17.75% | -0.96% | -4.07% | 4.02% | 18.20% | -11.52% | 6.64% |
| 2026 | 7.02% | 6.31% | -3.53% | -4.24% | 6.34% | 0.01% | — | — | — | — | — | — | 11.78% |
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 | 1305.97 |
| Min balance | 749.92 |
| Max balance | 1531.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.90 |
| Average monthly return (arithmetic), % | 1.89 |
| Best month, % | 39.02 |
| Worst month, % | -24.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 305.97 |
| Total PnL, % | 30.60 |
| Gross profit | 2090.60 |
| Gross loss | 1744.25 |
| Trading volume (USDT) | 59392.47 |
| Total transactions (buy/sell) | 97 |
| Total fees | 21.37 |
| Funding net | -19.02 |
| Funding accrued (received) | 47.38 |
| Funding paid | 66.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 94 |
| Win Trades | 37 |
| Los Trades | 57 |
| Win Rate, % | 39.36 |
| Expectancy per trade | 3.6847 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.62 |
| Position max, % of margin balance | 119.23 |
| Max Drawdown | 515.58 |
| Max Drawdown, % | 37.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1986 |
| Recovery Factor (Total PnL / Max DD) | 0.5934 |
| Sharpe ratio (monthly) | 0.4503 |
| Sortino ratio (monthly) | 0.8266 |
| CAGR, % | 11.69 |
| Calmar ratio (CAGR / Max DD%) | 0.3079 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -143.95 | Fee: 7.61 | Vol: 21142.50
Realized PnL by Symbol
Details
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