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
1078.72
Total PnL
78.72 (7.87%)
Total Trades (Win/Los)
76 (29/47)
Win Rate
38.16%
Max Drawdown
533.61 (40.91%)
Total Fees
16.61
Position avg (max), %
88.87 (129.40)
Profit Factor
1.08
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% | -19.11% | -4.62% | -2.39% | 3.53% | -14.22% | -1.99% | -0.68% | 31.62% | -7.42% | 3.29% |
| 2025 | -4.60% | 1.88% | 9.62% | -4.50% | 16.13% | -11.06% | 11.96% | -8.31% | -2.75% | -1.56% | 19.58% | -13.03% | 7.42% |
| 2026 | -0.71% | 10.11% | -9.11% | -3.79% | 1.75% | 0.01% | — | — | — | — | — | — | -2.72% |
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 | 1078.72 |
| Min balance | 739.04 |
| Max balance | 1348.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.25 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 31.62 |
| Worst month, % | -22.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 78.72 |
| Total PnL, % | 7.87 |
| Gross profit | 1634.89 |
| Gross loss | 1515.78 |
| Trading volume (USDT) | 46167.97 |
| Total transactions (buy/sell) | 79 |
| Total fees | 16.61 |
| Funding net | -23.78 |
| Funding accrued (received) | 43.81 |
| Funding paid | 67.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 76 |
| Win Trades | 29 |
| Los Trades | 47 |
| Win Rate, % | 38.16 |
| Expectancy per trade | 1.5672 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.87 |
| Position max, % of margin balance | 129.40 |
| Max Drawdown | 533.61 |
| Max Drawdown, % | 40.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0786 |
| Recovery Factor (Total PnL / Max DD) | 0.1475 |
| Sharpe ratio (monthly) | 0.2850 |
| Sortino ratio (monthly) | 0.5118 |
| CAGR, % | 3.19 |
| Calmar ratio (CAGR / Max DD%) | 0.0779 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -270.45 | Fee: 5.81 | Vol: 16150.78
Realized PnL by Symbol
Details
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