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
1698.52
Total PnL
698.52 (69.85%)
Total Trades (Win/Los)
116 (43/73)
Win Rate
37.07%
Max Drawdown
468.53 (31.44%)
Total Fees
31.66
Position avg (max), %
88.99 (124.38)
Profit Factor
1.37
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 | -17.65% | 25.67% | 26.08% | -12.87% | -1.38% | 4.82% | 0.32% | -8.60% | 1.19% | 1.13% | 30.47% | -5.31% | 36.24% |
| 2025 | -21.78% | 7.62% | 3.04% | -2.55% | 19.10% | -8.54% | 20.26% | -0.86% | -3.95% | -5.65% | 19.83% | -9.45% | 7.94% |
| 2026 | 12.29% | 4.39% | -0.19% | -0.15% | -1.09% | 0.01% | — | — | — | — | — | — | 15.56% |
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 | 1698.52 |
| Min balance | 813.79 |
| Max balance | 1979.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.78 |
| Average monthly return (arithmetic), % | 2.54 |
| Best month, % | 30.47 |
| Worst month, % | -21.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 698.52 |
| Total PnL, % | 69.85 |
| Gross profit | 2791.79 |
| Gross loss | 2037.94 |
| Trading volume (USDT) | 87989.68 |
| Total transactions (buy/sell) | 119 |
| Total fees | 31.66 |
| Funding net | -23.67 |
| Funding accrued (received) | 57.84 |
| Funding paid | 81.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 116 |
| Win Trades | 43 |
| Los Trades | 73 |
| Win Rate, % | 37.07 |
| Expectancy per trade | 6.4987 |
| Max consecutive wins | 4 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.99 |
| Position max, % of margin balance | 124.38 |
| Max Drawdown | 468.53 |
| Max Drawdown, % | 31.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3699 |
| Recovery Factor (Total PnL / Max DD) | 1.4909 |
| Sharpe ratio (monthly) | 0.6972 |
| Sortino ratio (monthly) | 1.3505 |
| CAGR, % | 24.53 |
| Calmar ratio (CAGR / Max DD%) | 0.7803 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 223.43 | Fee: 10.09 | Vol: 28047.90
Realized PnL by Symbol
Details
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