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
1099.40
Total PnL
99.40 (9.94%)
Total Trades (Win/Los)
82 (31/51)
Win Rate
37.80%
Max Drawdown
511.41 (39.21%)
Total Fees
18.22
Position avg (max), %
88.38 (129.40)
Profit Factor
1.09
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 | -22.49% | 30.23% | 29.00% | -18.42% | -4.53% | 0.66% | 3.23% | -14.92% | -2.13% | -0.49% | 31.47% | -8.03% | 5.59% |
| 2025 | -5.09% | 3.24% | 6.82% | -5.02% | 16.15% | -9.91% | 14.34% | -8.18% | -2.68% | -1.47% | 19.38% | -12.50% | 9.39% |
| 2026 | -0.52% | 9.70% | -10.43% | -4.22% | 1.72% | 0.01% | — | — | — | — | — | — | -4.76% |
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 | 1099.40 |
| Min balance | 739.04 |
| Max balance | 1400.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 1.16 |
| Best month, % | 31.47 |
| Worst month, % | -22.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 99.40 |
| Total PnL, % | 9.94 |
| Gross profit | 1752.97 |
| Gross loss | 1611.84 |
| Trading volume (USDT) | 50628.84 |
| Total transactions (buy/sell) | 85 |
| Total fees | 18.22 |
| Funding net | -23.51 |
| Funding accrued (received) | 44.83 |
| Funding paid | 68.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 31 |
| Los Trades | 51 |
| Win Rate, % | 37.80 |
| Expectancy per trade | 1.7211 |
| Max consecutive wins | 5 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.38 |
| Position max, % of margin balance | 129.40 |
| Max Drawdown | 511.41 |
| Max Drawdown, % | 39.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0876 |
| Recovery Factor (Total PnL / Max DD) | 0.1944 |
| Sharpe ratio (monthly) | 0.3012 |
| Sortino ratio (monthly) | 0.5411 |
| CAGR, % | 4.00 |
| Calmar ratio (CAGR / Max DD%) | 0.1021 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -235.06 | Fee: 5.95 | Vol: 16543.05
Realized PnL by Symbol
Details
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