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
1916.19
Total PnL
916.19 (91.62%)
Total Trades (Win/Los)
142 (51/91)
Win Rate
35.92%
Max Drawdown
592.26 (27.44%)
Total Fees
45.91
Position avg (max), %
89.02 (112.68)
Profit Factor
1.39
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 | -16.26% | 27.09% | 28.01% | -6.79% | 3.74% | 5.97% | 3.19% | -19.36% | 2.61% | -3.40% | 30.30% | -6.00% | 41.04% |
| 2025 | -5.07% | -1.45% | 4.72% | -0.14% | 22.10% | -10.39% | 18.56% | 2.82% | -3.21% | -5.70% | 21.30% | -12.88% | 25.88% |
| 2026 | 3.51% | 12.29% | 0.56% | -3.02% | -4.74% | 0.01% | — | — | — | — | — | — | 8.00% |
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 | 1916.19 |
| Min balance | 827.00 |
| Max balance | 2268.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.19 |
| Average monthly return (arithmetic), % | 2.95 |
| Best month, % | 30.30 |
| Worst month, % | -19.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 916.19 |
| Total PnL, % | 91.62 |
| Gross profit | 3426.71 |
| Gross loss | 2457.03 |
| Trading volume (USDT) | 127570.96 |
| Total transactions (buy/sell) | 145 |
| Total fees | 45.91 |
| Funding net | -7.59 |
| Funding accrued (received) | 76.50 |
| Funding paid | 84.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 142 |
| Win Trades | 51 |
| Los Trades | 91 |
| Win Rate, % | 35.92 |
| Expectancy per trade | 6.8287 |
| Max consecutive wins | 7 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.02 |
| Position max, % of margin balance | 112.68 |
| Max Drawdown | 592.26 |
| Max Drawdown, % | 27.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3947 |
| Recovery Factor (Total PnL / Max DD) | 1.5469 |
| Sharpe ratio (monthly) | 0.8043 |
| Sortino ratio (monthly) | 1.6791 |
| CAGR, % | 30.91 |
| Calmar ratio (CAGR / Max DD%) | 1.1263 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 538.02 | Fee: 10.77 | Vol: 29933.75
Realized PnL by Symbol
Details
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