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
1383.77
Total PnL
383.77 (38.38%)
Total Trades (Win/Los)
66 (28/38)
Win Rate
42.42%
Max Drawdown
523.04 (40.10%)
Total Fees
15.57
Position avg (max), %
86.07 (129.40)
Profit Factor
1.32
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% | -21.87% | -6.92% | -2.60% | 3.43% | -6.53% | -2.39% | -0.92% | 29.20% | -7.54% | 3.01% |
| 2025 | -4.94% | 3.93% | 8.25% | -4.91% | 15.41% | -10.91% | 12.05% | 12.18% | -2.88% | -1.82% | 17.69% | -4.93% | 40.22% |
| 2026 | 2.59% | 14.91% | -13.43% | -1.73% | -4.44% | 0.01% | — | — | — | — | — | — | -4.14% |
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 | 1383.77 |
| Min balance | 739.04 |
| Max balance | 1832.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 1.92 |
| Best month, % | 30.23 |
| Worst month, % | -22.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 383.77 |
| Total PnL, % | 38.38 |
| Gross profit | 1732.82 |
| Gross loss | 1313.20 |
| Trading volume (USDT) | 43286.40 |
| Total transactions (buy/sell) | 69 |
| Total fees | 15.57 |
| Funding net | -20.28 |
| Funding accrued (received) | 48.59 |
| Funding paid | 68.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 66 |
| Win Trades | 28 |
| Los Trades | 38 |
| Win Rate, % | 42.42 |
| Expectancy per trade | 6.3578 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.07 |
| Position max, % of margin balance | 129.40 |
| Max Drawdown | 523.04 |
| Max Drawdown, % | 40.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3195 |
| Recovery Factor (Total PnL / Max DD) | 0.7337 |
| Sharpe ratio (monthly) | 0.5047 |
| Sortino ratio (monthly) | 0.9256 |
| CAGR, % | 14.40 |
| Calmar ratio (CAGR / Max DD%) | 0.3590 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -79.55 | Fee: 5.24 | Vol: 14568.80
Realized PnL by Symbol
Details
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