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
1046.87
Total PnL
46.87 (4.69%)
Total Trades (Win/Los)
99 (35/64)
Win Rate
35.35%
Max Drawdown
489.07 (36.42%)
Total Fees
22.32
Position avg (max), %
87.68 (121.54)
Profit Factor
1.05
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 | -17.81% | 26.81% | 28.60% | -10.79% | -3.10% | 0.14% | 0.18% | -18.94% | 0.10% | 5.33% | 29.37% | -7.06% | 19.44% |
| 2025 | -9.21% | 2.17% | 4.25% | -9.50% | 7.50% | -10.65% | 1.67% | 9.93% | -5.43% | -6.86% | 20.35% | -8.15% | -8.51% |
| 2026 | 0.44% | 9.57% | -8.99% | -0.11% | -4.20% | 0.01% | — | — | — | — | — | — | -4.14% |
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 | 1046.87 |
| Min balance | 812.12 |
| Max balance | 1348.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.15 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 29.37 |
| Worst month, % | -18.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 46.87 |
| Total PnL, % | 4.69 |
| Gross profit | 1824.74 |
| Gross loss | 1744.25 |
| Trading volume (USDT) | 62022.70 |
| Total transactions (buy/sell) | 103 |
| Total fees | 22.32 |
| Funding net | -11.31 |
| Funding accrued (received) | 51.01 |
| Funding paid | 62.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 99 |
| Win Trades | 35 |
| Los Trades | 64 |
| Win Rate, % | 35.35 |
| Expectancy per trade | 0.8130 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.68 |
| Position max, % of margin balance | 121.54 |
| Max Drawdown | 489.07 |
| Max Drawdown, % | 36.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0461 |
| Recovery Factor (Total PnL / Max DD) | 0.0958 |
| Sharpe ratio (monthly) | 0.2424 |
| Sortino ratio (monthly) | 0.4361 |
| CAGR, % | 1.91 |
| Calmar ratio (CAGR / Max DD%) | 0.0526 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 185.06 | Fee: 6.16 | Vol: 17117.11
Realized PnL by Symbol
Details
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