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
2012.10
Total PnL
1012.10 (101.21%)
Total Trades (Win/Los)
64 (31/33)
Win Rate
48.44%
Max Drawdown
599.70 (23.94%)
Total Fees
18.84
Position avg (max), %
85.91 (132.07)
Profit Factor
1.80
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% | -12.76% | -3.58% | -2.96% | 3.38% | -6.66% | -2.22% | 5.61% | 29.48% | -7.41% | 23.80% |
| 2025 | -4.39% | 4.50% | 8.25% | -4.92% | 16.41% | -4.79% | 13.27% | 11.66% | -6.96% | 4.27% | 19.16% | -5.25% | 57.91% |
| 2026 | 3.59% | 14.95% | -13.36% | -3.47% | 3.40% | 0.01% | — | — | — | — | — | — | 2.99% |
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 | 2012.10 |
| Min balance | 716.05 |
| Max balance | 2505.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.36 |
| Average monthly return (arithmetic), % | 3.15 |
| Best month, % | 31.07 |
| Worst month, % | -24.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1012.10 |
| Total PnL, % | 101.21 |
| Gross profit | 2377.66 |
| Gross loss | 1323.58 |
| Trading volume (USDT) | 52391.61 |
| Total transactions (buy/sell) | 67 |
| Total fees | 18.84 |
| Funding net | -23.13 |
| Funding accrued (received) | 60.79 |
| Funding paid | 83.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 64 |
| Win Trades | 31 |
| Los Trades | 33 |
| Win Rate, % | 48.44 |
| Expectancy per trade | 16.4700 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.91 |
| Position max, % of margin balance | 132.07 |
| Max Drawdown | 599.70 |
| Max Drawdown, % | 23.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7964 |
| Recovery Factor (Total PnL / Max DD) | 1.6877 |
| Sharpe ratio (monthly) | 0.8472 |
| Sortino ratio (monthly) | 1.6945 |
| CAGR, % | 33.58 |
| Calmar ratio (CAGR / Max DD%) | 1.4027 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 250.76 | Fee: 6.45 | Vol: 17929.04
Realized PnL by Symbol
Details
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