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
1972.06
Total PnL
972.06 (97.21%)
Total Trades (Win/Los)
130 (47/83)
Win Rate
36.15%
Max Drawdown
612.10 (26.19%)
Total Fees
44.14
Position avg (max), %
87.03 (117.61)
Profit Factor
1.45
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 | -15.73% | 31.41% | 27.82% | -2.63% | -0.48% | 1.22% | 2.46% | -28.10% | 3.90% | -1.45% | 35.82% | -1.52% | 40.06% |
| 2025 | -1.38% | 12.31% | 4.95% | -4.41% | 12.46% | -10.69% | 14.08% | 10.56% | -5.00% | -2.32% | 20.63% | -13.45% | 36.38% |
| 2026 | 5.61% | 7.35% | -2.09% | -2.40% | -4.66% | 0.01% | — | — | — | — | — | — | 3.31% |
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 | 1972.06 |
| Min balance | 832.91 |
| Max balance | 2449.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.29 |
| Average monthly return (arithmetic), % | 3.14 |
| Best month, % | 35.82 |
| Worst month, % | -28.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 972.06 |
| Total PnL, % | 97.21 |
| Gross profit | 3334.09 |
| Gross loss | 2303.78 |
| Trading volume (USDT) | 122665.86 |
| Total transactions (buy/sell) | 134 |
| Total fees | 44.14 |
| Funding net | -14.11 |
| Funding accrued (received) | 74.18 |
| Funding paid | 88.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 130 |
| Win Trades | 47 |
| Los Trades | 83 |
| Win Rate, % | 36.15 |
| Expectancy per trade | 7.9255 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.03 |
| Position max, % of margin balance | 117.61 |
| Max Drawdown | 612.10 |
| Max Drawdown, % | 26.19 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4472 |
| Recovery Factor (Total PnL / Max DD) | 1.5881 |
| Sharpe ratio (monthly) | 0.8152 |
| Sortino ratio (monthly) | 1.5780 |
| CAGR, % | 32.47 |
| Calmar ratio (CAGR / Max DD%) | 1.2398 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 441.82 | Fee: 11.22 | Vol: 31172.16
Realized PnL by Symbol
Details
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