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
1522.90
Total PnL
522.90 (52.29%)
Total Trades (Win/Los)
153 (52/101)
Win Rate
33.99%
Max Drawdown
766.83 (45.99%)
Total Fees
40.36
Position avg (max), %
88.64 (121.53)
Profit Factor
1.26
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 | -14.79% | 30.40% | 25.92% | -9.52% | 3.67% | 3.36% | 3.51% | -12.49% | 4.46% | -9.60% | 26.58% | -10.05% | 32.12% |
| 2025 | -19.65% | -4.23% | 3.65% | -3.80% | 14.35% | -5.20% | 20.70% | 1.31% | -4.27% | -16.64% | 23.43% | -9.00% | -8.85% |
| 2026 | 19.70% | 5.96% | -0.23% | 3.94% | -3.81% | 0.01% | — | — | — | — | — | — | 26.53% |
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 | 1522.90 |
| Min balance | 831.34 |
| Max balance | 1727.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.41 |
| Average monthly return (arithmetic), % | 2.26 |
| Best month, % | 30.40 |
| Worst month, % | -19.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 522.90 |
| Total PnL, % | 52.29 |
| Gross profit | 2830.92 |
| Gross loss | 2250.14 |
| Trading volume (USDT) | 112145.50 |
| Total transactions (buy/sell) | 156 |
| Total fees | 40.36 |
| Funding net | -17.52 |
| Funding accrued (received) | 57.91 |
| Funding paid | 75.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 153 |
| Win Trades | 52 |
| Los Trades | 101 |
| Win Rate, % | 33.99 |
| Expectancy per trade | 3.7959 |
| Max consecutive wins | 4 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.64 |
| Position max, % of margin balance | 121.53 |
| Max Drawdown | 766.83 |
| Max Drawdown, % | 45.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2581 |
| Recovery Factor (Total PnL / Max DD) | 0.6819 |
| Sharpe ratio (monthly) | 0.5857 |
| Sortino ratio (monthly) | 1.1068 |
| CAGR, % | 19.03 |
| Calmar ratio (CAGR / Max DD%) | 0.4137 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 446.68 | Fee: 10.85 | Vol: 30146.93
Realized PnL by Symbol
Details
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