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
1382.42
Total PnL
382.42 (38.24%)
Total Trades (Win/Los)
78 (34/44)
Win Rate
43.59%
Max Drawdown
551.58 (43.37%)
Total Fees
17.66
Position avg (max), %
87.52 (132.07)
Profit Factor
1.29
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% | -10.36% | -1.97% | -2.10% | -11.12% | -14.50% | -4.07% | -1.46% | 28.63% | -6.83% | -5.97% |
| 2025 | -5.13% | 4.54% | 9.13% | -4.26% | 17.69% | -5.01% | 13.09% | -4.10% | -5.99% | 4.38% | 18.77% | -5.14% | 38.88% |
| 2026 | 6.00% | 9.90% | -9.48% | -2.82% | 3.33% | 0.01% | — | — | — | — | — | — | 5.92% |
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 | 1382.42 |
| Min balance | 716.05 |
| Max balance | 1690.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 1.88 |
| Best month, % | 31.07 |
| Worst month, % | -24.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 382.42 |
| Total PnL, % | 38.24 |
| Gross profit | 1839.18 |
| Gross loss | 1422.97 |
| Trading volume (USDT) | 49092.50 |
| Total transactions (buy/sell) | 81 |
| Total fees | 17.66 |
| Funding net | -16.13 |
| Funding accrued (received) | 48.63 |
| Funding paid | 64.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 78 |
| Win Trades | 34 |
| Los Trades | 44 |
| Win Rate, % | 43.59 |
| Expectancy per trade | 5.3361 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.52 |
| Position max, % of margin balance | 132.07 |
| Max Drawdown | 551.58 |
| Max Drawdown, % | 43.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2925 |
| Recovery Factor (Total PnL / Max DD) | 0.6933 |
| Sharpe ratio (monthly) | 0.5032 |
| Sortino ratio (monthly) | 0.9580 |
| CAGR, % | 14.35 |
| Calmar ratio (CAGR / Max DD%) | 0.3309 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 16.76 | Fee: 6.02 | Vol: 16728.96
Realized PnL by Symbol
Details
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