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
1359.79
Total PnL
359.79 (35.98%)
Total Trades (Win/Los)
106 (42/64)
Win Rate
39.62%
Max Drawdown
468.89 (36.33%)
Total Fees
24.92
Position avg (max), %
87.64 (111.17)
Profit Factor
1.23
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 | -13.49% | 17.76% | 26.49% | -15.88% | -8.15% | 4.61% | -0.01% | -13.92% | 0.89% | 1.17% | 29.86% | -6.99% | 10.52% |
| 2025 | -12.46% | 5.55% | 2.60% | -4.93% | 19.20% | -10.86% | 19.26% | -1.02% | -5.14% | 1.16% | 15.93% | -10.54% | 12.50% |
| 2026 | 12.25% | 9.11% | -6.43% | -3.50% | -1.05% | 0.01% | — | — | — | — | — | — | 9.43% |
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 | 1359.79 |
| Min balance | 821.71 |
| Max balance | 1679.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.03 |
| Average monthly return (arithmetic), % | 1.72 |
| Best month, % | 29.86 |
| Worst month, % | -15.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 359.79 |
| Total PnL, % | 35.98 |
| Gross profit | 2191.96 |
| Gross loss | 1788.72 |
| Trading volume (USDT) | 69243.07 |
| Total transactions (buy/sell) | 109 |
| Total fees | 24.92 |
| Funding net | -18.53 |
| Funding accrued (received) | 49.93 |
| Funding paid | 68.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 106 |
| Win Trades | 42 |
| Los Trades | 64 |
| Win Rate, % | 39.62 |
| Expectancy per trade | 3.8042 |
| Max consecutive wins | 8 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.64 |
| Position max, % of margin balance | 111.17 |
| Max Drawdown | 468.89 |
| Max Drawdown, % | 36.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2254 |
| Recovery Factor (Total PnL / Max DD) | 0.7673 |
| Sharpe ratio (monthly) | 0.4939 |
| Sortino ratio (monthly) | 0.9268 |
| CAGR, % | 13.57 |
| Calmar ratio (CAGR / Max DD%) | 0.3736 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 0.10 | Fee: 8.73 | Vol: 24248.17
Realized PnL by Symbol
Details
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