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
1395.23
Total PnL
395.23 (39.52%)
Total Trades (Win/Los)
145 (47/98)
Win Rate
32.41%
Max Drawdown
734.10 (44.74%)
Total Fees
37.59
Position avg (max), %
88.85 (125.73)
Profit Factor
1.20
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 | -15.55% | 29.33% | 26.11% | -10.29% | 2.50% | 5.30% | 3.22% | -11.72% | 2.37% | -2.80% | 30.28% | -10.16% | 41.52% |
| 2025 | -22.41% | -6.57% | 3.62% | -5.90% | 15.80% | -7.66% | 19.88% | 1.01% | -4.64% | -18.02% | 24.27% | -10.50% | -20.42% |
| 2026 | 18.65% | 6.07% | -0.23% | 2.92% | -4.10% | 0.01% | — | — | — | — | — | — | 23.96% |
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 | 1395.23 |
| Min balance | 823.93 |
| Max balance | 1640.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.12 |
| Average monthly return (arithmetic), % | 2.03 |
| Best month, % | 30.28 |
| Worst month, % | -22.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 395.23 |
| Total PnL, % | 39.52 |
| Gross profit | 2734.46 |
| Gross loss | 2280.79 |
| Trading volume (USDT) | 104450.89 |
| Total transactions (buy/sell) | 148 |
| Total fees | 37.59 |
| Funding net | -20.85 |
| Funding accrued (received) | 54.85 |
| Funding paid | 75.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 145 |
| Win Trades | 47 |
| Los Trades | 98 |
| Win Rate, % | 32.41 |
| Expectancy per trade | 3.1288 |
| Max consecutive wins | 4 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.85 |
| Position max, % of margin balance | 125.73 |
| Max Drawdown | 734.10 |
| Max Drawdown, % | 44.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1989 |
| Recovery Factor (Total PnL / Max DD) | 0.5384 |
| Sharpe ratio (monthly) | 0.5077 |
| Sortino ratio (monthly) | 0.9303 |
| CAGR, % | 14.79 |
| Calmar ratio (CAGR / Max DD%) | 0.3306 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 469.70 | Fee: 10.00 | Vol: 27786.25
Realized PnL by Symbol
Details
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