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
1214.54
Total PnL
214.54 (21.45%)
Total Trades (Win/Los)
64 (27/37)
Win Rate
42.19%
Max Drawdown
659.17 (50.54%)
Total Fees
13.51
Position avg (max), %
84.85 (129.40)
Profit Factor
1.20
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% | -27.99% | -9.35% | -4.21% | 2.60% | -11.22% | -3.97% | -1.18% | 38.90% | -7.71% | -9.77% |
| 2025 | -4.43% | 4.49% | 8.07% | -3.70% | 12.65% | -11.03% | 12.90% | 12.09% | -2.60% | -1.93% | 18.39% | 2.07% | 52.14% |
| 2026 | -5.11% | 14.46% | -13.23% | -1.74% | -4.41% | 0.01% | — | — | — | — | — | — | -11.46% |
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 | 1214.54 |
| Min balance | 645.20 |
| Max balance | 1601.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.65 |
| Average monthly return (arithmetic), % | 1.65 |
| Best month, % | 38.90 |
| Worst month, % | -27.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 214.54 |
| Total PnL, % | 21.45 |
| Gross profit | 1475.67 |
| Gross loss | 1234.38 |
| Trading volume (USDT) | 37558.79 |
| Total transactions (buy/sell) | 67 |
| Total fees | 13.51 |
| Funding net | -13.24 |
| Funding accrued (received) | 44.86 |
| Funding paid | 58.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 64 |
| Win Trades | 27 |
| Los Trades | 37 |
| Win Rate, % | 42.19 |
| Expectancy per trade | 3.7702 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.85 |
| Position max, % of margin balance | 129.40 |
| Max Drawdown | 659.17 |
| Max Drawdown, % | 50.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1955 |
| Recovery Factor (Total PnL / Max DD) | 0.3255 |
| Sharpe ratio (monthly) | 0.3953 |
| Sortino ratio (monthly) | 0.7035 |
| CAGR, % | 8.38 |
| Calmar ratio (CAGR / Max DD%) | 0.1659 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -189.31 | Fee: 4.71 | Vol: 13091.37
Realized PnL by Symbol
Details
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