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
1061.67
Total PnL
61.67 (6.17%)
Total Trades (Win/Los)
92 (34/58)
Win Rate
36.96%
Max Drawdown
649.02 (45.23%)
Total Fees
20.51
Position avg (max), %
88.04 (137.94)
Profit Factor
1.06
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 | -13.16% | 28.29% | 28.59% | -12.50% | -3.07% | 0.07% | 0.17% | -26.71% | -2.48% | 5.70% | 30.44% | -6.90% | 11.74% |
| 2025 | -8.21% | 1.15% | 4.34% | -6.49% | 8.03% | -10.59% | 2.11% | 9.88% | -4.59% | -6.05% | 19.91% | -8.13% | -3.07% |
| 2026 | 0.29% | 9.73% | -8.96% | -0.18% | -1.94% | 0.01% | — | — | — | — | — | — | -1.92% |
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 | 1061.67 |
| Min balance | 785.96 |
| Max balance | 1434.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.96 |
| Best month, % | 30.44 |
| Worst month, % | -26.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 61.67 |
| Total PnL, % | 6.17 |
| Gross profit | 1748.27 |
| Gross loss | 1654.63 |
| Trading volume (USDT) | 57003.99 |
| Total transactions (buy/sell) | 96 |
| Total fees | 20.51 |
| Funding net | -11.47 |
| Funding accrued (received) | 50.50 |
| Funding paid | 61.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 34 |
| Los Trades | 58 |
| Win Rate, % | 36.96 |
| Expectancy per trade | 1.0178 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.04 |
| Position max, % of margin balance | 137.94 |
| Max Drawdown | 649.02 |
| Max Drawdown, % | 45.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0566 |
| Recovery Factor (Total PnL / Max DD) | 0.0950 |
| Sharpe ratio (monthly) | 0.2634 |
| Sortino ratio (monthly) | 0.4639 |
| CAGR, % | 2.51 |
| Calmar ratio (CAGR / Max DD%) | 0.0555 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 141.47 | Fee: 5.91 | Vol: 16419.00
Realized PnL by Symbol
Details
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