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
1180.77
Total PnL
180.77 (18.08%)
Total Trades (Win/Los)
104 (39/65)
Win Rate
37.50%
Max Drawdown
491.80 (38.90%)
Total Fees
22.64
Position avg (max), %
87.73 (122.01)
Profit Factor
1.12
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 | -15.02% | 17.52% | 26.26% | -16.61% | -8.32% | 4.71% | -1.37% | -15.89% | 1.54% | 0.10% | 31.88% | -7.55% | 3.77% |
| 2025 | -15.12% | 7.83% | 1.82% | -5.08% | 18.99% | -12.86% | 18.84% | -0.87% | -4.91% | 0.57% | 15.99% | -10.36% | 7.43% |
| 2026 | 10.35% | 9.46% | -6.41% | -5.29% | -1.02% | 0.01% | — | — | — | — | — | — | 5.98% |
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 | 1180.77 |
| Min balance | 772.41 |
| Max balance | 1488.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.56 |
| Average monthly return (arithmetic), % | 1.31 |
| Best month, % | 31.88 |
| Worst month, % | -16.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 180.77 |
| Total PnL, % | 18.08 |
| Gross profit | 1980.82 |
| Gross loss | 1761.03 |
| Trading volume (USDT) | 62912.81 |
| Total transactions (buy/sell) | 107 |
| Total fees | 22.64 |
| Funding net | -16.38 |
| Funding accrued (received) | 46.48 |
| Funding paid | 62.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 104 |
| Win Trades | 39 |
| Los Trades | 65 |
| Win Rate, % | 37.50 |
| Expectancy per trade | 2.1133 |
| Max consecutive wins | 6 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.73 |
| Position max, % of margin balance | 122.01 |
| Max Drawdown | 491.80 |
| Max Drawdown, % | 38.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1248 |
| Recovery Factor (Total PnL / Max DD) | 0.3676 |
| Sharpe ratio (monthly) | 0.3605 |
| Sortino ratio (monthly) | 0.6388 |
| CAGR, % | 7.12 |
| Calmar ratio (CAGR / Max DD%) | 0.1831 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -129.93 | Fee: 8.07 | Vol: 22435.35
Realized PnL by Symbol
Details
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