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
1948.27
Total PnL
948.27 (94.83%)
Total Trades (Win/Los)
62 (30/32)
Win Rate
48.39%
Max Drawdown
576.33 (23.80%)
Total Fees
17.85
Position avg (max), %
85.25 (132.07)
Profit Factor
1.77
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% | -4.03% | 2.79% | -11.36% | -3.90% | 5.28% | 37.08% | -7.45% | 19.87% |
| 2025 | -4.53% | 4.42% | 8.34% | -3.66% | 14.53% | -5.13% | 13.11% | 11.54% | -7.06% | 4.17% | 18.01% | -1.58% | 60.38% |
| 2026 | 1.74% | 15.00% | -13.39% | -3.24% | 3.40% | 0.01% | — | — | — | — | — | — | 1.41% |
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 | 1948.27 |
| Min balance | 716.05 |
| Max balance | 2421.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.25 |
| Average monthly return (arithmetic), % | 3.10 |
| Best month, % | 37.08 |
| Worst month, % | -24.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 948.27 |
| Total PnL, % | 94.83 |
| Gross profit | 2262.13 |
| Gross loss | 1276.47 |
| Trading volume (USDT) | 49629.95 |
| Total transactions (buy/sell) | 65 |
| Total fees | 17.85 |
| Funding net | -19.54 |
| Funding accrued (received) | 59.51 |
| Funding paid | 79.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 62 |
| Win Trades | 30 |
| Los Trades | 32 |
| Win Rate, % | 48.39 |
| Expectancy per trade | 15.8978 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.25 |
| Position max, % of margin balance | 132.07 |
| Max Drawdown | 576.33 |
| Max Drawdown, % | 23.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7722 |
| Recovery Factor (Total PnL / Max DD) | 1.6454 |
| Sharpe ratio (monthly) | 0.7976 |
| Sortino ratio (monthly) | 1.6214 |
| CAGR, % | 31.81 |
| Calmar ratio (CAGR / Max DD%) | 1.3364 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 185.70 | Fee: 6.26 | Vol: 17395.57
Realized PnL by Symbol
Details
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