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
1384.95
Total PnL
384.95 (38.50%)
Total Trades (Win/Los)
60 (26/34)
Win Rate
43.33%
Max Drawdown
594.35 (45.62%)
Total Fees
14.71
Position avg (max), %
86.20 (129.67)
Profit Factor
1.31
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 | -22.64% | 30.29% | 29.05% | -25.52% | 8.46% | -7.58% | 2.93% | -11.46% | -11.34% | 5.85% | 41.37% | -8.06% | 7.93% |
| 2025 | -4.96% | 3.45% | 8.14% | -3.79% | 13.55% | -10.87% | 9.05% | 12.07% | -2.85% | -1.57% | 18.16% | 1.96% | 45.77% |
| 2026 | -5.73% | 14.90% | -13.42% | -1.73% | -4.44% | 0.01% | — | — | — | — | — | — | -11.92% |
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 | 1384.95 |
| Min balance | 708.48 |
| Max balance | 1833.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 2.11 |
| Best month, % | 41.37 |
| Worst month, % | -25.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 384.95 |
| Total PnL, % | 38.50 |
| Gross profit | 1759.76 |
| Gross loss | 1342.42 |
| Trading volume (USDT) | 40882.32 |
| Total transactions (buy/sell) | 63 |
| Total fees | 14.71 |
| Funding net | -17.69 |
| Funding accrued (received) | 50.81 |
| Funding paid | 68.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 60 |
| Win Trades | 26 |
| Los Trades | 34 |
| Win Rate, % | 43.33 |
| Expectancy per trade | 6.9557 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.20 |
| Position max, % of margin balance | 129.67 |
| Max Drawdown | 594.35 |
| Max Drawdown, % | 45.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3109 |
| Recovery Factor (Total PnL / Max DD) | 0.6477 |
| Sharpe ratio (monthly) | 0.4984 |
| Sortino ratio (monthly) | 0.9063 |
| CAGR, % | 14.44 |
| Calmar ratio (CAGR / Max DD%) | 0.3165 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -60.73 | Fee: 4.91 | Vol: 13658.17
Realized PnL by Symbol
Details
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