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
1592.06
Total PnL
592.06 (59.21%)
Total Trades (Win/Los)
107 (37/70)
Win Rate
34.58%
Max Drawdown
526.81 (36.22%)
Total Fees
31.13
Position avg (max), %
88.08 (115.04)
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 | -14.99% | 27.67% | 29.09% | -7.06% | -0.88% | 0.59% | -0.01% | -21.96% | 1.39% | 5.76% | 32.91% | -4.04% | 38.55% |
| 2025 | -7.67% | 8.63% | 4.27% | -5.75% | 8.83% | -9.63% | 5.17% | 9.81% | -5.04% | -4.26% | 21.21% | -5.45% | 16.64% |
| 2026 | 1.82% | 11.72% | -5.27% | -4.44% | -4.28% | 0.01% | — | — | — | — | — | — | -1.43% |
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 | 1592.06 |
| Min balance | 839.91 |
| Max balance | 2003.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.56 |
| Average monthly return (arithmetic), % | 2.27 |
| Best month, % | 32.91 |
| Worst month, % | -21.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 592.06 |
| Total PnL, % | 59.21 |
| Gross profit | 2590.36 |
| Gross loss | 1956.70 |
| Trading volume (USDT) | 86525.95 |
| Total transactions (buy/sell) | 111 |
| Total fees | 31.13 |
| Funding net | -10.47 |
| Funding accrued (received) | 66.52 |
| Funding paid | 76.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 37 |
| Los Trades | 70 |
| Win Rate, % | 34.58 |
| Expectancy per trade | 5.9221 |
| Max consecutive wins | 4 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.08 |
| Position max, % of margin balance | 115.04 |
| Max Drawdown | 526.81 |
| Max Drawdown, % | 36.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3238 |
| Recovery Factor (Total PnL / Max DD) | 1.1238 |
| Sharpe ratio (monthly) | 0.6384 |
| Sortino ratio (monthly) | 1.3007 |
| CAGR, % | 21.24 |
| Calmar ratio (CAGR / Max DD%) | 0.5864 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 398.19 | Fee: 8.59 | Vol: 23883.74
Realized PnL by Symbol
Details
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