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
1376.96
Total PnL
376.96 (37.70%)
Total Trades (Win/Los)
82 (34/48)
Win Rate
41.46%
Max Drawdown
512.94 (40.33%)
Total Fees
19.02
Position avg (max), %
86.20 (132.07)
Profit Factor
1.27
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 | -24.88% | 31.07% | 28.96% | -9.21% | -1.37% | 1.00% | -10.92% | -14.86% | -3.93% | -1.20% | 27.52% | -7.86% | -2.86% |
| 2025 | -5.32% | 7.80% | 8.55% | -3.02% | 17.37% | -4.86% | 13.49% | -4.17% | -5.69% | 4.25% | 17.89% | -12.52% | 32.31% |
| 2026 | 4.24% | 10.07% | -8.57% | -1.17% | 3.38% | 0.01% | — | — | — | — | — | — | 7.20% |
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 | 1376.96 |
| Min balance | 716.05 |
| Max balance | 1638.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.07 |
| Average monthly return (arithmetic), % | 1.87 |
| Best month, % | 31.07 |
| Worst month, % | -24.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 376.96 |
| Total PnL, % | 37.70 |
| Gross profit | 1960.25 |
| Gross loss | 1545.81 |
| Trading volume (USDT) | 52867.26 |
| Total transactions (buy/sell) | 85 |
| Total fees | 19.02 |
| Funding net | -18.47 |
| Funding accrued (received) | 48.52 |
| Funding paid | 66.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 34 |
| Los Trades | 48 |
| Win Rate, % | 41.46 |
| Expectancy per trade | 5.0542 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.20 |
| Position max, % of margin balance | 132.07 |
| Max Drawdown | 512.94 |
| Max Drawdown, % | 40.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2681 |
| Recovery Factor (Total PnL / Max DD) | 0.7349 |
| Sharpe ratio (monthly) | 0.5009 |
| Sortino ratio (monthly) | 0.9259 |
| CAGR, % | 14.16 |
| Calmar ratio (CAGR / Max DD%) | 0.3512 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -56.93 | Fee: 6.78 | Vol: 18835.60
Realized PnL by Symbol
Details
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