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
1543.75
Total PnL
543.75 (54.38%)
Total Trades (Win/Los)
62 (28/34)
Win Rate
45.16%
Max Drawdown
561.13 (44.15%)
Total Fees
15.79
Position avg (max), %
87.46 (132.22)
Profit Factor
1.44
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 | -24.96% | 31.10% | 28.98% | -14.40% | -3.21% | -8.34% | 2.79% | -10.51% | -11.32% | 5.83% | 41.29% | -7.25% | 9.02% |
| 2025 | -6.37% | 3.46% | 8.17% | -3.80% | 13.93% | -9.19% | 11.49% | 12.35% | -7.59% | 3.95% | 19.16% | -1.62% | 47.11% |
| 2026 | -1.03% | 14.64% | -13.17% | 0.59% | -2.83% | 0.01% | — | — | — | — | — | — | -3.69% |
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 | 1543.75 |
| Min balance | 709.95 |
| Max balance | 1956.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.46 |
| Average monthly return (arithmetic), % | 2.41 |
| Best month, % | 41.29 |
| Worst month, % | -24.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 543.75 |
| Total PnL, % | 54.38 |
| Gross profit | 1891.14 |
| Gross loss | 1315.91 |
| Trading volume (USDT) | 43902.66 |
| Total transactions (buy/sell) | 65 |
| Total fees | 15.79 |
| Funding net | -15.69 |
| Funding accrued (received) | 54.22 |
| Funding paid | 69.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 62 |
| Win Trades | 28 |
| Los Trades | 34 |
| Win Rate, % | 45.16 |
| Expectancy per trade | 9.2779 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.46 |
| Position max, % of margin balance | 132.22 |
| Max Drawdown | 561.13 |
| Max Drawdown, % | 44.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4371 |
| Recovery Factor (Total PnL / Max DD) | 0.9690 |
| Sharpe ratio (monthly) | 0.5835 |
| Sortino ratio (monthly) | 1.1470 |
| CAGR, % | 19.70 |
| Calmar ratio (CAGR / Max DD%) | 0.4462 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -9.60 | Fee: 5.52 | Vol: 15333.62
Realized PnL by Symbol
Details
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