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
1081.39
Total PnL
81.39 (8.14%)
Total Trades (Win/Los)
102 (37/65)
Win Rate
36.27%
Max Drawdown
522.38 (41.96%)
Total Fees
19.93
Position avg (max), %
86.60 (121.28)
Profit Factor
1.07
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 | -15.74% | 16.24% | 26.78% | -17.66% | -8.41% | 4.38% | -1.59% | -18.30% | 1.38% | -1.35% | 27.72% | -6.19% | -5.83% |
| 2025 | -15.17% | 6.83% | 1.99% | -6.12% | 18.88% | -13.46% | 19.26% | -2.29% | -5.27% | 1.33% | 15.39% | -10.38% | 3.26% |
| 2026 | 9.33% | 9.27% | -6.22% | -4.34% | 3.81% | 0.01% | — | — | — | — | — | — | 11.28% |
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 | 1081.39 |
| Min balance | 722.57 |
| Max balance | 1284.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.26 |
| Average monthly return (arithmetic), % | 1.00 |
| Best month, % | 27.72 |
| Worst month, % | -18.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 81.39 |
| Total PnL, % | 8.14 |
| Gross profit | 1714.61 |
| Gross loss | 1597.02 |
| Trading volume (USDT) | 55398.26 |
| Total transactions (buy/sell) | 105 |
| Total fees | 19.93 |
| Funding net | -16.26 |
| Funding accrued (received) | 41.15 |
| Funding paid | 57.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 37 |
| Los Trades | 65 |
| Win Rate, % | 36.27 |
| Expectancy per trade | 1.1528 |
| Max consecutive wins | 6 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.60 |
| Position max, % of margin balance | 121.28 |
| Max Drawdown | 522.38 |
| Max Drawdown, % | 41.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0736 |
| Recovery Factor (Total PnL / Max DD) | 0.1558 |
| Sharpe ratio (monthly) | 0.2809 |
| Sortino ratio (monthly) | 0.4682 |
| CAGR, % | 3.29 |
| Calmar ratio (CAGR / Max DD%) | 0.0785 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -135.08 | Fee: 6.85 | Vol: 19037.31
Realized PnL by Symbol
Details
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