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
1260.03
Total PnL
260.03 (26.00%)
Total Trades (Win/Los)
72 (28/44)
Win Rate
38.89%
Max Drawdown
473.96 (36.34%)
Total Fees
16.77
Position avg (max), %
86.43 (129.40)
Profit Factor
1.21
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% | -5.90% | -2.29% | 3.58% | -5.65% | 1.05% | -1.22% | 28.66% | -7.53% | 12.41% |
| 2025 | -4.72% | 0.61% | 9.58% | -4.63% | 15.84% | -10.97% | 11.89% | -9.35% | -3.02% | -1.33% | 19.78% | -5.29% | 13.76% |
| 2026 | 2.03% | 10.39% | -9.45% | -5.24% | 2.01% | 0.01% | — | — | — | — | — | — | -1.41% |
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 | 1260.03 |
| Min balance | 739.04 |
| Max balance | 1603.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.78 |
| Average monthly return (arithmetic), % | 1.55 |
| Best month, % | 30.23 |
| Worst month, % | -22.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 260.03 |
| Total PnL, % | 26.00 |
| Gross profit | 1733.63 |
| Gross loss | 1436.78 |
| Trading volume (USDT) | 46603.29 |
| Total transactions (buy/sell) | 75 |
| Total fees | 16.77 |
| Funding net | -20.05 |
| Funding accrued (received) | 48.28 |
| Funding paid | 68.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 72 |
| Win Trades | 28 |
| Los Trades | 44 |
| Win Rate, % | 38.89 |
| Expectancy per trade | 4.1228 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.43 |
| Position max, % of margin balance | 129.40 |
| Max Drawdown | 473.96 |
| Max Drawdown, % | 36.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2066 |
| Recovery Factor (Total PnL / Max DD) | 0.5486 |
| Sharpe ratio (monthly) | 0.4192 |
| Sortino ratio (monthly) | 0.7834 |
| CAGR, % | 10.04 |
| Calmar ratio (CAGR / Max DD%) | 0.2764 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -183.23 | Fee: 5.68 | Vol: 15796.79
Realized PnL by Symbol
Details
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